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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 | 5.37% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 136,253 CHF | 47,918 CHF | 99.17% | 99.17% |
| 19/11/2024 | 5.74% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 127,168 CHF | 44,889 CHF | 99.16% | 99.16% |
| 18/11/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 137,765 CHF | 48,422 CHF | 99.22% | 99.22% |
| 15/11/2024 | 4.64% | 0.21 CHF | 0.22 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 157,934 CHF | 55,145 CHF | 99.17% | 99.17% |
| 14/11/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 182,089 CHF | 63,196 CHF | 99.16% | 99.16% |
| 13/11/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 184,011 CHF | 63,837 CHF | 99.16% | 99.16% |
| 12/11/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,087 CHF | 64,862 CHF | 99.16% | 99.16% |
| 11/11/2024 | 3.66% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 201,094 CHF | 69,531 CHF | 99.16% | 99.16% |
| 08/11/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,576 CHF | 65,025 CHF | 99.16% | 99.16% |
| 07/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 186,707 CHF | 64,736 CHF | 98.26% | 98.26% |
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