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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 | 2.32% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,911 | 75,000 | 51,523 CHF | 39,207 CHF | 99.36% | 99.36% |
| 19/11/2024 | 2.81% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 101,621 | 75,000 | 51,000 CHF | 38,727 CHF | 83.38% | 83.38% |
| 18/11/2024 | 2.57% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 93,339 | 75,000 | 52,395 CHF | 43,225 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.38% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,035 CHF | 44,407 CHF | 99.99% | 99.99% |
| 14/11/2024 | 2.61% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 100,547 | 75,000 | 53,728 CHF | 41,172 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.68% | 0.54 CHF | 0.55 CHF | 100,000 | 75,000 | 97,327 | 74,443 | 52,946 CHF | 41,626 CHF | 99.32% | 99.32% |
| 12/11/2024 | 3.15% | 0.56 CHF | 0.58 CHF | 90,000 | 75,000 | 90,013 | 75,000 | 52,534 CHF | 45,171 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.36% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,211 | 75,000 | 55,286 CHF | 56,455 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.67% | 0.69 CHF | 0.71 CHF | 80,000 | 50,000 | 72,806 | 50,000 | 52,578 CHF | 37,127 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.28% | 0.82 CHF | 0.84 CHF | 70,000 | 50,000 | 65,308 | 50,000 | 54,196 CHF | 42,527 CHF | 91.77% | 91.77% |
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