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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 | 1.29% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,757 CHF | 117,086 CHF | 96.50% | 96.50% |
| 19/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,965 CHF | 114,155 CHF | 95.85% | 95.85% |
| 18/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,226 CHF | 111,242 CHF | 92.53% | 92.53% |
| 15/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,407 CHF | 108,302 CHF | 94.01% | 94.01% |
| 14/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,033 CHF | 110,178 CHF | 98.64% | 98.64% |
| 13/11/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,611 CHF | 118,037 CHF | 95.14% | 95.14% |
| 12/11/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 334,701 CHF | 113,067 CHF | 98.90% | 98.90% |
| 11/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,963 CHF | 108,154 CHF | 92.91% | 92.91% |
| 08/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 325,938 CHF | 110,146 CHF | 97.07% | 97.07% |
| 07/11/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,274 CHF | 109,591 CHF | 98.61% | 98.61% |
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