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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 | 7.90% | 0.59 CHF | 0.64 CHF | 90,000 | 75,000 | 89,588 | 75,000 | 54,019 CHF | 48,950 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.91% | 0.61 CHF | 0.64 CHF | 90,000 | 75,000 | 89,713 | 75,000 | 53,067 CHF | 46,614 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.52% | 0.62 CHF | 0.65 CHF | 90,000 | 75,000 | 89,999 | 63,918 | 54,543 CHF | 40,854 CHF | 99.51% | 99.51% |
| 15/11/2024 | 4.50% | 0.64 CHF | 0.67 CHF | 80,000 | 75,000 | 80,095 | 75,000 | 52,750 CHF | 51,673 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.25% | 0.73 CHF | 0.76 CHF | 75,000 | 75,000 | 79,765 | 75,000 | 55,101 CHF | 54,066 CHF | 99.44% | 99.44% |
| 13/11/2024 | 4.49% | 0.67 CHF | 0.70 CHF | 80,000 | 75,000 | 80,000 | 74,155 | 52,835 CHF | 51,215 CHF | 73.34% | 73.34% |
| 12/11/2024 | 4.11% | 0.70 CHF | 0.73 CHF | 80,000 | 75,000 | 75,770 | 75,000 | 54,532 CHF | 56,261 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.84% | 0.76 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,797 CHF | 60,057 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.90% | 0.75 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,856 CHF | 59,119 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.96% | 0.74 CHF | 0.77 CHF | 75,000 | 75,000 | 74,740 | 72,402 | 58,303 CHF | 58,704 CHF | 99.06% | 99.06% |
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