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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 | 1.10% | 0.88 CHF | 0.89 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 675,500 CHF | 227,667 CHF | 99.38% | 99.38% |
| 19/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 640,496 CHF | 215,999 CHF | 99.37% | 99.37% |
| 18/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 641,673 CHF | 216,391 CHF | 99.26% | 99.26% |
| 15/11/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 608,794 CHF | 205,431 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 578,797 CHF | 195,432 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 578,113 CHF | 195,204 CHF | 99.37% | 99.37% |
| 12/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 601,918 CHF | 203,139 CHF | 99.38% | 99.38% |
| 11/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 634,266 CHF | 213,922 CHF | 99.37% | 99.37% |
| 08/11/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 599,629 CHF | 202,376 CHF | 99.37% | 99.37% |
| 07/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 618,317 CHF | 208,606 CHF | 98.37% | 98.37% |
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