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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 | 1.44% | 0.66 CHF | 0.67 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 103,462 CHF | 52,481 CHF | 99.17% | 99.17% |
| 19/11/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 101,940 CHF | 51,720 CHF | 99.17% | 99.17% |
| 18/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 94,869 CHF | 48,185 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 95,275 CHF | 48,388 CHF | 99.16% | 99.16% |
| 14/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 95,178 CHF | 48,339 CHF | 99.15% | 99.15% |
| 13/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 91,687 CHF | 46,593 CHF | 99.16% | 99.16% |
| 12/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 95,603 CHF | 48,551 CHF | 99.16% | 99.16% |
| 11/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 92,536 CHF | 47,018 CHF | 99.16% | 99.16% |
| 08/11/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 85,575 CHF | 43,537 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 150,000 | 75,000 | 150,000 | 75,000 | 84,901 CHF | 43,201 CHF | 98.19% | 98.19% |
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