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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 | 1.19% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,675 CHF | 127,058 CHF | 98.78% | 98.78% |
| 19/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 368,823 CHF | 124,441 CHF | 96.61% | 96.61% |
| 18/11/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 374,376 CHF | 126,292 CHF | 97.66% | 97.66% |
| 15/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 379,636 CHF | 128,045 CHF | 95.66% | 95.66% |
| 14/11/2024 | 1.03% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 435,900 CHF | 146,800 CHF | 99.29% | 99.29% |
| 13/11/2024 | 1.04% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 432,724 CHF | 145,742 CHF | 98.73% | 98.73% |
| 12/11/2024 | 1.01% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 444,217 CHF | 149,572 CHF | 99.33% | 99.33% |
| 11/11/2024 | 0.97% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 463,930 CHF | 156,143 CHF | 96.30% | 96.30% |
| 08/11/2024 | 1.14% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 391,735 CHF | 132,078 CHF | 96.76% | 96.76% |
| 07/11/2024 | 1.09% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 409,578 CHF | 138,026 CHF | 98.63% | 98.63% |
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