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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 | 1.70% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,355 CHF | 88,952 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,237 CHF | 85,912 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,387 CHF | 88,962 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,452 CHF | 95,984 CHF | 99.36% | 99.36% |
| 14/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,198 CHF | 96,899 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 269,944 CHF | 91,481 CHF | 99.38% | 99.38% |
| 12/11/2024 | 1.55% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 287,635 CHF | 97,378 CHF | 99.14% | 99.14% |
| 11/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,752 CHF | 102,751 CHF | 99.38% | 99.38% |
| 08/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,828 CHF | 97,109 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 289,452 CHF | 97,984 CHF | 98.59% | 98.59% |
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