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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 | 2.27% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 52,239 CHF | 53,439 CHF | 99.44% | 99.44% |
| 19/11/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 56,150 CHF | 57,350 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.20% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 54,018 CHF | 55,218 CHF | 99.88% | 99.88% |
| 15/11/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 55,226 CHF | 56,426 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 56,974 CHF | 58,174 CHF | 98.57% | 98.57% |
| 13/11/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 56,343 CHF | 57,543 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 51,447 CHF | 52,647 CHF | 99.88% | 99.88% |
| 11/11/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 49,455 CHF | 50,655 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 50,321 CHF | 51,521 CHF | 99.05% | 99.05% |
| 07/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 47,918 CHF | 49,118 CHF | 100.00% | 100.00% |
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