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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 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,066 CHF | 124,189 CHF | 98.88% | 98.88% |
| 19/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,912 CHF | 127,804 CHF | 98.86% | 98.86% |
| 18/11/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,479 CHF | 137,326 CHF | 96.74% | 96.74% |
| 15/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 414,956 CHF | 139,819 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 431,319 CHF | 145,273 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,023 CHF | 139,841 CHF | 97.02% | 97.02% |
| 12/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,767 CHF | 139,089 CHF | 96.82% | 96.82% |
| 11/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,099 CHF | 130,866 CHF | 96.88% | 96.88% |
| 08/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,644 CHF | 123,381 CHF | 93.42% | 93.42% |
| 07/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 372,523 CHF | 125,674 CHF | 97.89% | 97.89% |
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