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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 | 1.75% | 0.55 CHF | 0.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 255,070 CHF | 86,523 CHF | 98.88% | 98.88% |
| 19/11/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,555 CHF | 90,018 CHF | 98.87% | 98.87% |
| 18/11/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 293,059 CHF | 99,187 CHF | 96.69% | 96.69% |
| 15/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,486 CHF | 101,995 CHF | 99.37% | 99.37% |
| 14/11/2024 | 1.41% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 317,276 CHF | 107,259 CHF | 99.37% | 99.37% |
| 13/11/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,141 CHF | 101,880 CHF | 96.95% | 96.95% |
| 12/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,801 CHF | 101,434 CHF | 96.96% | 96.96% |
| 11/11/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 275,535 CHF | 93,345 CHF | 96.88% | 96.88% |
| 08/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 253,672 CHF | 86,057 CHF | 93.42% | 93.42% |
| 07/11/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 260,396 CHF | 88,299 CHF | 97.89% | 97.89% |
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