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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 | 1.23% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,468 CHF | 122,323 CHF | 98.85% | 98.85% |
| 19/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,093 CHF | 119,531 CHF | 96.32% | 96.32% |
| 18/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 359,974 CHF | 121,491 CHF | 97.31% | 97.31% |
| 15/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,409 CHF | 122,303 CHF | 95.50% | 95.50% |
| 14/11/2024 | 1.08% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,830 CHF | 140,110 CHF | 99.43% | 99.43% |
| 13/11/2024 | 1.09% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 410,800 CHF | 138,433 CHF | 99.05% | 99.05% |
| 12/11/2024 | 1.06% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 421,992 CHF | 142,164 CHF | 99.33% | 99.33% |
| 11/11/2024 | 1.02% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 440,376 CHF | 148,292 CHF | 96.28% | 96.28% |
| 08/11/2024 | 1.20% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 371,873 CHF | 125,458 CHF | 96.75% | 96.75% |
| 07/11/2024 | 1.15% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,484 CHF | 130,995 CHF | 98.64% | 98.64% |
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