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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 2.03% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 219,437 CHF | 74,646 CHF | 99.15% | 99.15% |
| 22/11/2024 | 1.71% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,708 CHF | 88,403 CHF | 99.14% | 99.14% |
| 20/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,448 CHF | 95,649 CHF | 98.71% | 98.71% |
| 19/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,407 CHF | 91,969 CHF | 88.51% | 88.51% |
| 18/11/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,896 CHF | 85,465 CHF | 97.21% | 97.21% |
| 15/11/2024 | 1.91% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,255 CHF | 79,918 CHF | 91.31% | 91.31% |
| 14/11/2024 | 2.13% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 208,936 CHF | 71,145 CHF | 98.96% | 98.96% |
| 13/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,774 CHF | 72,425 CHF | 98.70% | 98.70% |
| 12/11/2024 | 2.34% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,058 CHF | 64,853 CHF | 99.31% | 99.31% |
| 11/11/2024 | 2.69% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,320 CHF | 56,607 CHF | 99.34% | 99.34% |
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