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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 | 3.30% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,820 CHF | 77,107 CHF | 98.73% | 98.73% |
| 19/11/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 239,718 CHF | 82,406 CHF | 99.44% | 99.44% |
| 18/11/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 281,834 CHF | 96,445 CHF | 98.30% | 98.30% |
| 15/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 296,754 CHF | 101,418 CHF | 99.39% | 99.39% |
| 14/11/2024 | 2.36% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 724,957 | 241,652 | 303,000 CHF | 103,417 CHF | 97.98% | 97.98% |
| 13/11/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 292,806 CHF | 100,102 CHF | 99.38% | 99.38% |
| 12/11/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 289,397 CHF | 98,966 CHF | 93.14% | 93.14% |
| 11/11/2024 | 2.98% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 247,991 CHF | 85,164 CHF | 98.68% | 98.68% |
| 08/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 224,000 CHF | 77,167 CHF | 93.13% | 93.13% |
| 07/11/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 853,293 | 284,431 | 265,039 CHF | 91,191 CHF | 97.78% | 97.78% |
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