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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 | 2.40% | 0.39 CHF | 0.40 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 103,183 CHF | 31,705 CHF | 99.37% | 99.37% |
| 19/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 101,497 CHF | 31,199 CHF | 99.38% | 99.38% |
| 18/11/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 113,096 CHF | 34,679 CHF | 97.62% | 97.62% |
| 15/11/2024 | 1.91% | 0.45 CHF | 0.46 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 130,067 CHF | 39,770 CHF | 99.38% | 99.38% |
| 14/11/2024 | 1.89% | 0.55 CHF | 0.56 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 130,757 CHF | 39,977 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 131,974 CHF | 40,342 CHF | 96.85% | 96.85% |
| 12/11/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 142,036 CHF | 43,361 CHF | 96.84% | 96.84% |
| 11/11/2024 | 1.81% | 0.58 CHF | 0.59 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 136,899 CHF | 41,820 CHF | 99.39% | 99.39% |
| 08/11/2024 | 2.02% | 0.55 CHF | 0.56 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 122,625 CHF | 37,538 CHF | 90.77% | 90.77% |
| 07/11/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 120,914 CHF | 37,024 CHF | 98.68% | 98.68% |
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