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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 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 304,763 CHF | 51,544 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 313,278 CHF | 52,963 CHF | 99.38% | 99.38% |
| 18/11/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 311,771 CHF | 52,712 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 304,447 CHF | 51,491 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 295,620 CHF | 50,020 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 291,298 CHF | 49,300 CHF | 99.38% | 99.38% |
| 12/11/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 287,403 CHF | 48,651 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 276,605 CHF | 46,851 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 277,923 CHF | 47,071 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 268,500 CHF | 45,500 CHF | 99.30% | 99.30% |
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