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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 | 1.18% | 0.82 CHF | 0.83 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 630,559 CHF | 212,686 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 608,088 CHF | 205,196 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 603,155 CHF | 203,552 CHF | 99.25% | 99.25% |
| 15/11/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 566,304 CHF | 191,268 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.40% | 0.74 CHF | 0.75 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 532,071 CHF | 179,857 CHF | 99.36% | 99.36% |
| 13/11/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 529,367 CHF | 178,956 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 554,814 CHF | 187,438 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 587,216 CHF | 198,239 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 551,033 CHF | 186,178 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.30% | 0.75 CHF | 0.76 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 575,411 CHF | 194,304 CHF | 98.36% | 98.36% |
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