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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 | 1.97% | 0.47 CHF | 0.48 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 113,575 CHF | 38,608 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 115,245 CHF | 39,165 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.80% | 0.56 CHF | 0.56 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 123,856 CHF | 42,035 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 136,128 CHF | 46,126 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 140,146 CHF | 47,465 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 138,417 CHF | 46,889 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 145,539 CHF | 49,263 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 156,312 CHF | 52,854 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 153,078 CHF | 51,776 CHF | 99.38% | 99.38% |
| 07/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 156,956 CHF | 53,069 CHF | 99.28% | 99.28% |
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