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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 | 2.26% | 0.39 CHF | 0.44 CHF | 130,000 | 75,000 | 119,888 | 75,000 | 52,522 CHF | 33,608 CHF | 14.13% | 100.00% |
| 19/11/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 129,855 | 75,000 | 121,758 | 75,000 | 51,282 CHF | 32,467 CHF | 51.65% | 51.65% |
| 18/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 113,955 | 75,000 | 52,184 CHF | 35,117 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 105,672 | 75,000 | 51,848 CHF | 37,583 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.00% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 103,133 | 75,000 | 51,080 CHF | 37,958 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.54% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 110,682 | 74,155 | 52,017 CHF | 35,808 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.97% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 104,389 | 75,000 | 52,416 CHF | 38,475 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 90,000 | 75,000 | 95,118 | 75,000 | 53,510 CHF | 43,005 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 92,836 | 75,000 | 51,891 CHF | 42,728 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 90,000 | 75,000 | 85,292 | 72,397 | 53,397 CHF | 46,039 CHF | 98.73% | 98.73% |
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