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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 | 2.42% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 127,161 | 100,000 | 51,898 CHF | 41,860 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.55% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,477 | 98,649 | 51,136 CHF | 42,910 CHF | 99.97% | 99.97% |
| 18/11/2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 125,282 | 100,000 | 51,903 CHF | 42,465 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130,000 | 100,000 | 120,394 | 98,210 | 51,072 CHF | 42,706 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.58% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 128,420 | 99,347 | 51,677 CHF | 41,058 CHF | 99.29% | 99.29% |
| 13/11/2024 | 2.17% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 111,233 | 99,588 | 52,325 CHF | 47,903 CHF | 94.69% | 94.69% |
| 12/11/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 110,000 | 100,000 | 110,000 | 100,000 | 52,382 CHF | 48,620 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,912 | 100,000 | 51,763 CHF | 52,316 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,658 CHF | 61,658 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.65% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 61,374 CHF | 62,375 CHF | 99.99% | 99.99% |
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