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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 | 6.38% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,948 CHF | 40,483 CHF | 99.17% | 99.17% |
| 19/11/2024 | 6.40% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 113,640 CHF | 40,380 CHF | 99.16% | 99.16% |
| 18/11/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 114,689 CHF | 40,730 CHF | 99.23% | 99.23% |
| 15/11/2024 | 5.81% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,403 CHF | 44,301 CHF | 99.17% | 99.17% |
| 14/11/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 131,571 CHF | 46,357 CHF | 99.16% | 99.16% |
| 13/11/2024 | 5.40% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,557 CHF | 47,686 CHF | 99.16% | 99.16% |
| 12/11/2024 | 4.93% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 148,459 CHF | 51,987 CHF | 99.16% | 99.16% |
| 11/11/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 158,663 CHF | 55,388 CHF | 99.17% | 99.17% |
| 08/11/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 157,107 CHF | 54,869 CHF | 99.17% | 99.17% |
| 07/11/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 172,395 CHF | 59,965 CHF | 98.26% | 98.26% |
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