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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 | 1.81% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 246,198 CHF | 83,566 CHF | 98.84% | 98.84% |
| 19/11/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,049 CHF | 90,516 CHF | 90.62% | 90.62% |
| 18/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 281,776 CHF | 95,425 CHF | 95.27% | 95.27% |
| 15/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,570 CHF | 96,357 CHF | 97.79% | 97.79% |
| 14/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 280,641 CHF | 95,047 CHF | 98.73% | 98.73% |
| 13/11/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,195 CHF | 100,898 CHF | 96.52% | 96.52% |
| 12/11/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 220,084 CHF | 74,861 CHF | 95.49% | 95.49% |
| 11/11/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 233,368 CHF | 79,289 CHF | 98.35% | 98.35% |
| 08/11/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 211,494 CHF | 71,998 CHF | 92.98% | 92.98% |
| 07/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,323 CHF | 71,608 CHF | 97.74% | 97.74% |
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