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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 | 4.79% | 0.19 CHF | 0.21 CHF | 270,000 | 75,000 | 246,049 | 75,000 | 50,158 CHF | 16,046 CHF | 14.13% | 100.00% |
| 19/11/2024 | 5.15% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 269,338 | 75,000 | 50,942 CHF | 14,950 CHF | 99.99% | 99.99% |
| 18/11/2024 | 5.55% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 244,847 | 63,972 | 50,206 CHF | 13,792 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.60% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 236,590 | 74,909 | 50,335 CHF | 16,699 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.95% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 256,746 | 75,000 | 50,566 CHF | 15,585 CHF | 94.67% | 94.67% |
| 13/11/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 290,771 | 74,473 | 50,723 CHF | 13,755 CHF | 99.25% | 99.25% |
| 12/11/2024 | 5.45% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 283,972 | 75,000 | 50,648 CHF | 14,144 CHF | 98.32% | 98.32% |
| 11/11/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 239,620 | 75,000 | 50,376 CHF | 16,529 CHF | 100.00% | 100.00% |
| 08/11/2024 | 5.58% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 181,863 | 64,968 | 39,589 CHF | 14,919 CHF | 97.48% | 97.48% |
| 07/11/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 169,541 | 72,309 | 51,685 CHF | 22,941 CHF | 95.57% | 95.57% |
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