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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.12% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,330 CHF | 135,277 CHF | 99.37% | 99.37% |
| 22/11/2024 | 1.34% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 333,991 CHF | 112,830 CHF | 97.90% | 97.90% |
| 20/11/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 316,902 CHF | 107,134 CHF | 98.88% | 98.88% |
| 19/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 326,632 CHF | 110,377 CHF | 98.87% | 98.87% |
| 18/11/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,471 CHF | 119,657 CHF | 96.52% | 96.52% |
| 15/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,430 CHF | 122,643 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 379,340 CHF | 127,947 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,228 CHF | 122,576 CHF | 96.94% | 96.94% |
| 12/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,391 CHF | 121,964 CHF | 96.97% | 96.97% |
| 11/11/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,456 CHF | 113,652 CHF | 96.87% | 96.87% |
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