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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 | 1.63% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 273,101 CHF | 92,534 CHF | 99.08% | 99.08% |
| 19/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 252,960 CHF | 85,820 CHF | 96.70% | 96.70% |
| 18/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 261,010 CHF | 88,503 CHF | 97.60% | 97.60% |
| 15/11/2024 | 1.67% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 267,805 CHF | 90,769 CHF | 96.40% | 96.40% |
| 14/11/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,409 CHF | 96,303 CHF | 99.38% | 99.38% |
| 13/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,721 CHF | 97,074 CHF | 98.72% | 98.72% |
| 12/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 295,070 CHF | 99,857 CHF | 99.35% | 99.35% |
| 11/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,668 CHF | 103,389 CHF | 99.38% | 99.38% |
| 08/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 306,951 CHF | 103,817 CHF | 99.34% | 99.34% |
| 07/11/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,855 CHF | 106,452 CHF | 98.64% | 98.64% |
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