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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 | 2.07% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 110,449 | 75,000 | 52,783 CHF | 36,601 CHF | 98.82% | 98.82% |
| 19/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 113,426 | 75,000 | 52,168 CHF | 35,282 CHF | 99.94% | 99.94% |
| 18/11/2024 | 2.66% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 118,011 | 69,764 | 52,822 CHF | 32,063 CHF | 98.08% | 98.08% |
| 15/11/2024 | 2.30% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 120,375 | 75,000 | 51,740 CHF | 32,991 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.50% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 131,854 | 75,000 | 51,984 CHF | 30,356 CHF | 99.57% | 99.57% |
| 13/11/2024 | 2.75% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 141,313 | 74,442 | 51,443 CHF | 27,864 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.72% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 142,926 | 75,000 | 51,834 CHF | 27,982 CHF | 99.36% | 99.36% |
| 11/11/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 130,000 | 75,000 | 52,217 CHF | 30,875 CHF | 95.09% | 95.09% |
| 08/11/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 143,157 | 75,000 | 51,374 CHF | 27,682 CHF | 99.79% | 99.79% |
| 07/11/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 128,530 | 73,692 | 51,984 CHF | 30,589 CHF | 96.70% | 96.70% |
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