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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 | 3.84% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 76,733 CHF | 79,733 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 84,432 CHF | 87,432 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 72,649 CHF | 75,649 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 70,309 CHF | 73,309 CHF | 98.67% | 98.67% |
| 14/11/2024 | 4.28% | 0.24 CHF | 0.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 68,742 CHF | 71,742 CHF | 99.79% | 99.79% |
| 13/11/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 87,502 CHF | 90,502 CHF | 99.95% | 99.95% |
| 12/11/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 91,018 CHF | 94,018 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 98,553 CHF | 101,553 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 121,778 CHF | 124,778 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 114,074 CHF | 117,074 CHF | 100.00% | 100.00% |
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