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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 | 1.30% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 171,412 CHF | 57,887 CHF | 99.37% | 99.37% |
| 19/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 173,497 CHF | 58,582 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 166,922 CHF | 56,391 CHF | 99.22% | 99.22% |
| 15/11/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 157,775 CHF | 53,342 CHF | 98.94% | 98.94% |
| 14/11/2024 | 1.36% | 0.71 CHF | 0.72 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 164,790 CHF | 55,680 CHF | 99.36% | 99.36% |
| 13/11/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 164,219 CHF | 55,490 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 162,708 CHF | 54,986 CHF | 99.37% | 99.37% |
| 11/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 254,932 | 84,977 | 177,433 CHF | 59,994 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 275,887 | 91,962 | 197,256 CHF | 66,672 CHF | 99.38% | 99.38% |
| 07/11/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 277,999 | 92,666 | 196,899 CHF | 66,560 CHF | 99.28% | 99.28% |
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