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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.75% | 453.00 CHF | 456.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 453,833 CHF | 457,061 CHF | 61.43% | 88.55% |
| 20/11/2024 | 0.75% | 451.00 CHF | 454.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 451,082 CHF | 454,484 CHF | 98.52% | 98.52% |
| 19/11/2024 | 0.75% | 449.50 CHF | 453.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 448,520 CHF | 451,917 CHF | 46.61% | 46.61% |
| 18/11/2024 | 0.75% | 448.00 CHF | 451.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 447,109 CHF | 450,352 CHF | 96.91% | 98.18% |
| 15/11/2024 | 0.75% | 448.00 CHF | 451.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 454,012 CHF | 457,436 CHF | 93.66% | 93.66% |
| 14/11/2024 | 0.75% | 462.75 CHF | 466.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 462,489 CHF | 465,976 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.75% | 462.50 CHF | 466.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 461,194 CHF | 464,665 CHF | 96.25% | 96.25% |
| 12/11/2024 | 0.75% | 463.25 CHF | 466.75 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 463,113 CHF | 466,606 CHF | 96.67% | 96.67% |
| 11/11/2024 | 0.75% | 462.50 CHF | 466.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 462,562 CHF | 466,053 CHF | 56.09% | 56.09% |
| 08/11/2024 | 0.75% | 460.50 CHF | 464.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 460,241 CHF | 463,709 CHF | 53.76% | 53.76% |
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