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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 | 2.10% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 141,655 CHF | 144,655 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 299,988 | 300,000 | 149,206 CHF | 152,212 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 137,625 CHF | 140,625 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 135,204 CHF | 138,204 CHF | 98.67% | 98.67% |
| 14/11/2024 | 2.23% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 300,000 | 299,951 | 133,292 CHF | 136,270 CHF | 99.79% | 99.79% |
| 13/11/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 152,131 CHF | 155,131 CHF | 99.95% | 99.95% |
| 12/11/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 156,323 CHF | 159,323 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 163,993 CHF | 166,993 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 187,009 CHF | 190,009 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 179,576 CHF | 182,576 CHF | 100.00% | 100.00% |
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