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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 | 1.92% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,925 CHF | 79,142 CHF | 98.95% | 98.95% |
| 19/11/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 242,872 CHF | 82,457 CHF | 90.21% | 90.21% |
| 18/11/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,392 CHF | 68,631 CHF | 97.02% | 97.02% |
| 15/11/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,295 CHF | 63,932 CHF | 98.34% | 98.34% |
| 14/11/2024 | 2.33% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 191,596 CHF | 65,365 CHF | 98.90% | 98.90% |
| 13/11/2024 | 2.14% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 209,310 CHF | 71,270 CHF | 96.41% | 96.41% |
| 12/11/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 161,672 CHF | 55,391 CHF | 93.98% | 93.98% |
| 11/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 210,241 CHF | 71,580 CHF | 97.91% | 97.91% |
| 08/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,408 CHF | 86,303 CHF | 93.12% | 93.12% |
| 07/11/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,068 CHF | 82,523 CHF | 98.19% | 98.19% |
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