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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 | 1.12% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 400,702 CHF | 135,067 CHF | 98.84% | 98.84% |
| 19/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 421,478 CHF | 141,993 CHF | 90.61% | 90.61% |
| 18/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 436,657 CHF | 147,052 CHF | 94.97% | 94.97% |
| 15/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,589 CHF | 148,030 CHF | 97.78% | 97.78% |
| 14/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 435,176 CHF | 146,559 CHF | 98.73% | 98.73% |
| 13/11/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,054 CHF | 152,518 CHF | 96.64% | 96.64% |
| 12/11/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,095 CHF | 126,532 CHF | 95.53% | 95.53% |
| 11/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,241 CHF | 130,914 CHF | 98.34% | 98.34% |
| 08/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,575 CHF | 123,692 CHF | 93.01% | 93.01% |
| 07/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,596 CHF | 123,365 CHF | 97.75% | 97.75% |
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