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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 | 2.34% | 0.43 CHF | 0.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,995 CHF | 43,332 CHF | 99.17% | 99.17% |
| 19/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 114,410 CHF | 39,137 CHF | 99.16% | 99.16% |
| 18/11/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,959 CHF | 47,320 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.75% | 0.53 CHF | 0.54 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 127,733 CHF | 43,328 CHF | 99.17% | 99.17% |
| 14/11/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 143,366 CHF | 48,539 CHF | 99.16% | 99.16% |
| 13/11/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 146,515 CHF | 49,588 CHF | 99.16% | 99.16% |
| 12/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 149,702 CHF | 50,651 CHF | 99.17% | 99.17% |
| 11/11/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 150,142 CHF | 50,797 CHF | 99.17% | 99.17% |
| 08/11/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 157,372 CHF | 53,207 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 168,938 CHF | 57,063 CHF | 98.25% | 98.25% |
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