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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 | 2.64% | 0.36 CHF | 0.37 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 280,508 CHF | 38,401 CHF | 96.58% | 96.58% |
| 19/11/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 290,540 CHF | 39,739 CHF | 97.44% | 97.44% |
| 18/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 304,301 CHF | 41,574 CHF | 92.53% | 92.53% |
| 15/11/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 318,218 CHF | 43,429 CHF | 97.24% | 97.24% |
| 14/11/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 309,954 CHF | 42,327 CHF | 98.36% | 98.36% |
| 13/11/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 280,875 CHF | 38,450 CHF | 92.91% | 92.91% |
| 12/11/2024 | 2.47% | 0.38 CHF | 0.39 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 300,006 CHF | 41,001 CHF | 96.48% | 96.48% |
| 11/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 319,109 CHF | 43,548 CHF | 91.03% | 91.03% |
| 08/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 314,215 CHF | 42,895 CHF | 92.19% | 92.19% |
| 07/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 319,428 CHF | 43,590 CHF | 98.68% | 98.68% |
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