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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 | 1.40% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,800 CHF | 108,100 CHF | 98.85% | 98.85% |
| 19/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 298,580 CHF | 101,027 CHF | 90.60% | 90.60% |
| 18/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 286,249 CHF | 96,916 CHF | 95.07% | 95.07% |
| 15/11/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,292 CHF | 96,597 CHF | 97.78% | 97.78% |
| 14/11/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,674 CHF | 97,725 CHF | 98.73% | 98.73% |
| 13/11/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,241 CHF | 91,914 CHF | 96.44% | 96.44% |
| 12/11/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 348,949 CHF | 117,816 CHF | 95.57% | 95.57% |
| 11/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,835 CHF | 113,778 CHF | 98.35% | 98.35% |
| 08/11/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 360,443 CHF | 121,648 CHF | 93.00% | 93.00% |
| 07/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 364,272 CHF | 122,924 CHF | 97.76% | 97.76% |
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