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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 | 11.33% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 308,991 | 75,000 | 51,090 CHF | 13,902 CHF | 100.00% | 100.00% |
| 19/11/2024 | 11.74% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 320,914 | 75,000 | 51,168 CHF | 13,457 CHF | 100.00% | 100.00% |
| 18/11/2024 | 14.25% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 264,287 | 63,928 | 42,370 CHF | 11,627 CHF | 99.60% | 99.60% |
| 15/11/2024 | 11.19% | 0.17 CHF | 0.19 CHF | 300,000 | 75,000 | 300,016 | 75,000 | 50,949 CHF | 14,259 CHF | 100.00% | 100.00% |
| 14/11/2024 | 10.78% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 288,871 | 75,000 | 50,675 CHF | 14,670 CHF | 99.44% | 99.44% |
| 13/11/2024 | 11.37% | 0.17 CHF | 0.19 CHF | 300,000 | 75,000 | 302,048 | 74,373 | 50,753 CHF | 14,001 CHF | 98.88% | 98.88% |
| 12/11/2024 | 10.43% | 0.18 CHF | 0.20 CHF | 280,000 | 75,000 | 273,396 | 75,000 | 50,998 CHF | 15,535 CHF | 100.00% | 100.00% |
| 11/11/2024 | 9.55% | 0.20 CHF | 0.22 CHF | 250,000 | 75,000 | 248,754 | 75,000 | 50,050 CHF | 16,607 CHF | 100.00% | 100.00% |
| 08/11/2024 | 9.87% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 256,703 | 75,000 | 50,497 CHF | 16,303 CHF | 100.00% | 100.00% |
| 07/11/2024 | 9.90% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 238,550 | 72,402 | 48,668 CHF | 16,288 CHF | 99.06% | 99.06% |
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