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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 | 3.48% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 63,548 CHF | 21,933 CHF | 99.17% | 99.17% |
| 19/11/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 65,194 CHF | 22,481 CHF | 99.16% | 99.16% |
| 18/11/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 66,688 CHF | 22,979 CHF | 99.22% | 99.22% |
| 15/11/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 66,073 CHF | 22,774 CHF | 99.16% | 99.16% |
| 14/11/2024 | 3.70% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 238,241 | 79,414 | 63,016 CHF | 21,799 CHF | 99.15% | 99.15% |
| 13/11/2024 | 4.03% | 0.23 CHF | 0.24 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 72,965 CHF | 25,322 CHF | 99.16% | 99.16% |
| 12/11/2024 | 4.31% | 0.20 CHF | 0.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 68,306 CHF | 23,769 CHF | 99.17% | 99.17% |
| 11/11/2024 | 3.29% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 67,296 CHF | 23,182 CHF | 99.16% | 99.16% |
| 08/11/2024 | 3.22% | 0.31 CHF | 0.32 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 68,778 CHF | 23,676 CHF | 99.16% | 99.16% |
| 07/11/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 64,712 CHF | 22,321 CHF | 98.18% | 98.18% |
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