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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 | 2.05% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 217,662 CHF | 74,054 CHF | 98.59% | 98.59% |
| 19/11/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,058 CHF | 69,186 CHF | 96.63% | 96.63% |
| 18/11/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,140 CHF | 68,880 CHF | 96.87% | 96.87% |
| 15/11/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,619 CHF | 68,373 CHF | 95.30% | 95.30% |
| 14/11/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,325 CHF | 64,275 CHF | 98.43% | 98.43% |
| 13/11/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 188,041 CHF | 64,180 CHF | 98.19% | 98.19% |
| 12/11/2024 | 2.17% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 205,040 CHF | 69,847 CHF | 98.94% | 98.94% |
| 11/11/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,141 CHF | 78,880 CHF | 97.86% | 97.86% |
| 08/11/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,358 CHF | 68,286 CHF | 98.85% | 98.85% |
| 07/11/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,429 CHF | 68,976 CHF | 98.31% | 98.31% |
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