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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 | 1.41% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,880 CHF | 107,127 CHF | 98.94% | 98.94% |
| 19/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,800 CHF | 110,433 CHF | 90.22% | 90.22% |
| 18/11/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 285,629 CHF | 96,710 CHF | 96.39% | 96.39% |
| 15/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 271,632 CHF | 92,044 CHF | 98.33% | 98.33% |
| 14/11/2024 | 1.62% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,925 CHF | 93,475 CHF | 98.91% | 98.91% |
| 13/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 293,602 CHF | 99,367 CHF | 96.57% | 96.57% |
| 12/11/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,956 CHF | 83,485 CHF | 93.93% | 93.93% |
| 11/11/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,230 CHF | 99,577 CHF | 97.90% | 97.90% |
| 08/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 338,876 CHF | 114,459 CHF | 93.10% | 93.10% |
| 07/11/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,749 CHF | 110,750 CHF | 98.21% | 98.21% |
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