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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 | 1.02% | 0.90 CHF | 0.91 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 220,617 CHF | 74,289 CHF | 99.16% | 99.16% |
| 19/11/2024 | 1.04% | 0.92 CHF | 0.93 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 216,011 CHF | 72,754 CHF | 99.16% | 99.16% |
| 18/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 191,474 CHF | 64,575 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 192,434 CHF | 64,895 CHF | 99.16% | 99.16% |
| 14/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 191,387 CHF | 64,546 CHF | 99.16% | 99.16% |
| 13/11/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 178,368 CHF | 60,206 CHF | 99.16% | 99.16% |
| 12/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 193,740 CHF | 65,330 CHF | 99.16% | 99.16% |
| 11/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 182,474 CHF | 61,575 CHF | 99.16% | 99.16% |
| 08/11/2024 | 1.42% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 237,661 | 79,220 | 166,587 CHF | 56,321 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.43% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 242,008 | 80,669 | 167,393 CHF | 56,604 CHF | 98.18% | 98.18% |
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