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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 | 2.88% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 153,926 CHF | 52,809 CHF | 98.88% | 98.88% |
| 19/11/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 142,257 CHF | 48,919 CHF | 98.87% | 98.87% |
| 18/11/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 116,515 CHF | 40,339 CHF | 96.71% | 96.71% |
| 15/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 109,108 CHF | 37,869 CHF | 99.37% | 99.37% |
| 14/11/2024 | 4.73% | 0.16 CHF | 0.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 93,961 CHF | 32,820 CHF | 99.37% | 99.37% |
| 13/11/2024 | 4.15% | 0.21 CHF | 0.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 106,687 CHF | 37,062 CHF | 96.88% | 96.88% |
| 12/11/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 108,087 CHF | 37,529 CHF | 96.88% | 96.88% |
| 11/11/2024 | 3.35% | 0.26 CHF | 0.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 132,380 CHF | 45,627 CHF | 96.88% | 96.88% |
| 08/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 150,993 CHF | 51,831 CHF | 93.42% | 93.42% |
| 07/11/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,775 CHF | 50,425 CHF | 97.91% | 97.91% |
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