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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 | 2.08% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,692 CHF | 73,064 CHF | 99.36% | 99.36% |
| 22/11/2024 | 3.04% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 146,524 CHF | 50,341 CHF | 97.88% | 97.88% |
| 20/11/2024 | 3.39% | 0.28 CHF | 0.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 130,746 CHF | 45,082 CHF | 98.88% | 98.88% |
| 19/11/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 141,633 CHF | 48,711 CHF | 98.87% | 98.87% |
| 18/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,440 CHF | 57,980 CHF | 96.62% | 96.62% |
| 15/11/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,963 CHF | 60,488 CHF | 99.37% | 99.37% |
| 14/11/2024 | 2.31% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 192,956 CHF | 65,819 CHF | 99.38% | 99.38% |
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