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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 | 1.62% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 138,056 CHF | 46,769 CHF | 98.19% | 98.19% |
| 19/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 288,461 | 96,154 | 161,954 CHF | 54,946 CHF | 95.80% | 95.80% |
| 18/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 284,190 | 94,730 | 161,268 CHF | 54,703 CHF | 96.52% | 96.52% |
| 15/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 291,219 | 97,073 | 164,813 CHF | 55,908 CHF | 95.42% | 95.42% |
| 14/11/2024 | 1.89% | 0.56 CHF | 0.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,926 CHF | 53,642 CHF | 98.42% | 98.42% |
| 13/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 157,290 CHF | 53,430 CHF | 98.22% | 98.22% |
| 12/11/2024 | 1.69% | 0.52 CHF | 0.53 CHF | 300,000 | 100,000 | 297,703 | 99,234 | 175,013 CHF | 59,330 CHF | 98.93% | 98.93% |
| 11/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 154,137 CHF | 52,129 CHF | 97.88% | 97.88% |
| 08/11/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 170,796 CHF | 57,932 CHF | 98.83% | 98.83% |
| 07/11/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 300,000 | 100,000 | 298,089 | 99,363 | 171,543 CHF | 58,175 CHF | 98.28% | 98.28% |
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