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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 | 2.08% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,366 CHF | 72,955 CHF | 98.76% | 98.76% |
| 19/11/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,281 CHF | 65,927 CHF | 90.53% | 90.53% |
| 18/11/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 180,054 CHF | 61,518 CHF | 95.47% | 95.47% |
| 15/11/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 179,032 CHF | 61,178 CHF | 97.71% | 97.71% |
| 14/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,756 CHF | 62,419 CHF | 98.66% | 98.66% |
| 13/11/2024 | 2.69% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,463 CHF | 56,655 CHF | 96.55% | 96.55% |
| 12/11/2024 | 1.83% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 243,395 CHF | 82,632 CHF | 95.65% | 95.65% |
| 11/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 230,985 CHF | 78,495 CHF | 98.27% | 98.27% |
| 08/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 254,481 CHF | 86,327 CHF | 92.96% | 92.96% |
| 07/11/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 257,483 CHF | 87,328 CHF | 97.75% | 97.75% |
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