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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,077 CHF | 92,526 CHF | 88.96% | 88.96% |
| 19/11/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,400 CHF | 88,967 CHF | 95.05% | 95.05% |
| 18/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 278,121 CHF | 94,207 CHF | 94.46% | 94.46% |
| 15/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 277,185 CHF | 93,895 CHF | 93.35% | 93.35% |
| 14/11/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,926 CHF | 90,142 CHF | 97.50% | 97.50% |
| 13/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 274,713 CHF | 93,071 CHF | 98.71% | 98.71% |
| 12/11/2024 | 1.63% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,452 CHF | 92,651 CHF | 95.25% | 95.25% |
| 11/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 304,644 CHF | 103,048 CHF | 95.40% | 95.40% |
| 08/11/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 290,356 CHF | 98,285 CHF | 96.48% | 96.48% |
| 07/11/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 308,121 CHF | 104,207 CHF | 97.35% | 97.35% |
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