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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 | 2.15% | 0.47 CHF | 0.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 138,016 CHF | 47,005 CHF | 99.17% | 99.17% |
| 19/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 126,250 CHF | 43,083 CHF | 99.16% | 99.16% |
| 18/11/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 150,429 CHF | 51,143 CHF | 99.23% | 99.23% |
| 15/11/2024 | 1.65% | 0.57 CHF | 0.58 CHF | 300,000 | 100,000 | 299,997 | 100,000 | 180,172 CHF | 61,058 CHF | 99.17% | 99.17% |
| 14/11/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 150,112 CHF | 50,787 CHF | 99.16% | 99.16% |
| 13/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 153,237 CHF | 51,829 CHF | 99.16% | 99.16% |
| 12/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 224,997 | 75,000 | 155,864 CHF | 52,705 CHF | 99.16% | 99.16% |
| 11/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 156,451 CHF | 52,900 CHF | 99.17% | 99.17% |
| 08/11/2024 | 1.37% | 0.69 CHF | 0.70 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 162,698 CHF | 54,983 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 225,000 | 75,000 | 225,000 | 74,998 | 173,634 CHF | 58,627 CHF | 98.25% | 98.25% |
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