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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 | 5.13% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 138,996 | 75,000 | 52,416 CHF | 29,778 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.22% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 140,200 | 75,000 | 51,401 CHF | 28,977 CHF | 100.00% | 100.00% |
| 18/11/2024 | 6.33% | 0.38 CHF | 0.40 CHF | 140,000 | 75,000 | 139,990 | 63,928 | 52,141 CHF | 25,289 CHF | 99.60% | 99.60% |
| 15/11/2024 | 5.05% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 130,795 | 75,000 | 51,313 CHF | 30,956 CHF | 99.99% | 99.99% |
| 14/11/2024 | 4.81% | 0.43 CHF | 0.45 CHF | 120,000 | 75,000 | 128,123 | 75,000 | 51,978 CHF | 31,942 CHF | 99.44% | 99.44% |
| 13/11/2024 | 5.04% | 0.40 CHF | 0.42 CHF | 130,000 | 75,000 | 130,983 | 74,373 | 51,300 CHF | 30,636 CHF | 98.87% | 98.87% |
| 12/11/2024 | 4.66% | 0.41 CHF | 0.43 CHF | 130,000 | 75,000 | 121,044 | 75,000 | 51,591 CHF | 33,501 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.33% | 0.45 CHF | 0.47 CHF | 120,000 | 75,000 | 116,434 | 75,000 | 52,806 CHF | 35,537 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.42% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 118,446 | 75,000 | 52,850 CHF | 34,992 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.54% | 0.44 CHF | 0.46 CHF | 120,000 | 75,000 | 113,109 | 72,402 | 51,974 CHF | 34,809 CHF | 99.06% | 99.06% |
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