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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 | 1.22% | 0.81 CHF | 0.82 CHF | 150,000 | 25,000 | 150,000 | 25,000 | 122,388 CHF | 20,648 CHF | 99.17% | 99.17% |
| 19/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 150,000 | 25,000 | 150,000 | 48,939 | 133,683 CHF | 44,096 CHF | 99.16% | 99.16% |
| 18/11/2024 | 1.41% | 0.75 CHF | 0.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 106,145 CHF | 35,882 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.90% | 0.57 CHF | 0.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 78,464 CHF | 26,655 CHF | 99.17% | 99.17% |
| 14/11/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 98,624 CHF | 33,625 CHF | 99.16% | 99.16% |
| 13/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 94,404 CHF | 32,218 CHF | 99.16% | 99.16% |
| 12/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 92,904 CHF | 31,718 CHF | 99.17% | 99.17% |
| 11/11/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 92,353 CHF | 31,534 CHF | 99.17% | 99.17% |
| 08/11/2024 | 2.66% | 0.41 CHF | 0.42 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 83,444 CHF | 28,565 CHF | 99.17% | 99.17% |
| 07/11/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 74,050 CHF | 25,433 CHF | 98.26% | 98.26% |
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