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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 4.77% | 0.22 CHF | 0.23 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 154,709 CHF | 16,221 CHF | 99.16% | 99.16% |
| 22/11/2024 | 5.64% | 0.21 CHF | 0.22 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 129,778 CHF | 13,728 CHF | 99.17% | 99.17% |
| 20/11/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 129,736 CHF | 13,724 CHF | 99.17% | 99.17% |
| 19/11/2024 | 5.94% | 0.16 CHF | 0.17 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 122,565 CHF | 13,007 CHF | 99.16% | 99.16% |
| 18/11/2024 | 5.20% | 0.18 CHF | 0.19 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 140,695 CHF | 14,820 CHF | 98.78% | 98.78% |
| 15/11/2024 | 5.03% | 0.22 CHF | 0.23 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 145,448 CHF | 15,295 CHF | 99.17% | 99.17% |
| 14/11/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 164,397 CHF | 17,190 CHF | 99.16% | 99.16% |
| 13/11/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 159,096 CHF | 16,660 CHF | 98.93% | 98.93% |
| 12/11/2024 | 3.96% | 0.22 CHF | 0.23 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 186,624 CHF | 19,412 CHF | 99.16% | 99.16% |
| 11/11/2024 | 3.53% | 0.29 CHF | 0.30 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 208,698 CHF | 21,620 CHF | 99.16% | 99.16% |
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