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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 | 1.83% | 0.55 CHF | 0.56 CHF | 300,000 | 300,000 | 299,772 | 299,772 | 162,753 CHF | 165,753 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 176,598 CHF | 179,598 CHF | 99.58% | 99.58% |
| 20/11/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 160,392 CHF | 163,392 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 163,478 CHF | 166,478 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 154,658 CHF | 157,658 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 300,000 | 300,000 | 299,876 | 300,000 | 150,243 CHF | 153,309 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 154,725 CHF | 157,725 CHF | 99.79% | 99.79% |
| 13/11/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 154,223 CHF | 157,223 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 156,818 CHF | 159,818 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 153,120 CHF | 156,120 CHF | 100.00% | 100.00% |
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