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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 | 0.62% | 1.55 CHF | 1.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 722,020 CHF | 242,173 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 684,341 CHF | 229,614 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 698,417 CHF | 234,306 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 710,184 CHF | 238,228 CHF | 99.36% | 99.36% |
| 14/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 737,280 CHF | 247,260 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 723,833 CHF | 242,778 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 718,212 CHF | 240,904 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 746,189 CHF | 250,230 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 712,981 CHF | 239,160 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 711,574 CHF | 238,691 CHF | 98.58% | 98.58% |
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