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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 | 1.81% | 0.56 CHF | 0.57 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 123,618 CHF | 41,956 CHF | 99.16% | 99.16% |
| 19/11/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 111,960 CHF | 38,070 CHF | 99.17% | 99.17% |
| 18/11/2024 | 1.63% | 0.58 CHF | 0.59 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 137,274 CHF | 46,508 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.32% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 169,653 CHF | 57,301 CHF | 99.17% | 99.17% |
| 14/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 189,518 CHF | 63,923 CHF | 99.16% | 99.16% |
| 13/11/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 194,699 CHF | 65,650 CHF | 99.16% | 99.16% |
| 12/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 198,003 CHF | 66,751 CHF | 99.16% | 99.16% |
| 11/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 199,364 CHF | 67,205 CHF | 99.17% | 99.17% |
| 08/11/2024 | 1.07% | 0.88 CHF | 0.89 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 209,011 CHF | 70,420 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 223,674 CHF | 75,308 CHF | 98.26% | 98.26% |
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