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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 | 3.58% | 0.25 CHF | 0.28 CHF | 200,000 | 75,000 | 186,049 | 75,000 | 50,960 CHF | 21,303 CHF | 14.13% | 100.00% |
| 19/11/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 199,164 | 75,000 | 50,918 CHF | 19,934 CHF | 99.99% | 99.99% |
| 18/11/2024 | 4.10% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 184,573 | 63,972 | 50,922 CHF | 18,309 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.46% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 180,615 | 74,909 | 51,509 CHF | 22,119 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.72% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 192,765 | 75,000 | 50,854 CHF | 20,612 CHF | 94.67% | 94.67% |
| 13/11/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 215,824 | 74,473 | 50,516 CHF | 18,190 CHF | 99.25% | 99.25% |
| 12/11/2024 | 4.09% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 210,711 | 75,000 | 50,405 CHF | 18,709 CHF | 98.32% | 98.32% |
| 11/11/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,178 | 75,000 | 51,108 CHF | 22,026 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.16% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 139,939 | 64,968 | 41,189 CHF | 19,918 CHF | 97.48% | 97.48% |
| 07/11/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 127,433 | 72,309 | 51,725 CHF | 30,288 CHF | 95.57% | 95.57% |
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