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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 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 433,771 CHF | 146,090 CHF | 97.59% | 97.59% |
| 19/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,360 CHF | 142,953 CHF | 96.57% | 96.57% |
| 18/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 430,896 CHF | 145,132 CHF | 97.21% | 97.21% |
| 15/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,173 CHF | 146,224 CHF | 95.10% | 95.10% |
| 14/11/2024 | 0.91% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 493,514 CHF | 166,005 CHF | 99.05% | 99.05% |
| 13/11/2024 | 0.92% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 487,834 CHF | 164,111 CHF | 99.05% | 99.05% |
| 12/11/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,973 CHF | 168,158 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.86% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 519,917 CHF | 174,806 CHF | 96.30% | 96.30% |
| 08/11/2024 | 1.01% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 444,675 CHF | 149,725 CHF | 96.75% | 96.75% |
| 07/11/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,422 CHF | 155,974 CHF | 98.62% | 98.62% |
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