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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 | 3.76% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 197,128 | 75,000 | 51,441 CHF | 20,331 CHF | 99.90% | 99.90% |
| 22/11/2024 | 3.83% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 198,613 | 75,000 | 50,846 CHF | 20,009 CHF | 99.57% | 99.57% |
| 20/11/2024 | 4.76% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 245,361 | 75,000 | 50,362 CHF | 16,161 CHF | 98.82% | 98.82% |
| 19/11/2024 | 4.98% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 258,166 | 75,000 | 50,543 CHF | 15,462 CHF | 99.94% | 99.94% |
| 18/11/2024 | 6.25% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 270,971 | 69,764 | 50,835 CHF | 13,931 CHF | 98.08% | 98.08% |
| 15/11/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 280,987 | 75,000 | 50,630 CHF | 14,276 CHF | 100.00% | 100.00% |
| 14/11/2024 | 6.00% | 0.17 CHF | 0.18 CHF | 300,000 | 75,000 | 315,995 | 75,000 | 51,099 CHF | 12,900 CHF | 99.57% | 99.57% |
| 13/11/2024 | 6.62% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 343,992 | 74,442 | 50,858 CHF | 11,770 CHF | 99.32% | 99.32% |
| 12/11/2024 | 6.59% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 346,232 | 75,000 | 50,841 CHF | 11,784 CHF | 99.36% | 99.36% |
| 11/11/2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300,000 | 75,000 | 307,445 | 75,000 | 51,074 CHF | 13,221 CHF | 95.09% | 95.09% |
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