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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 | 3.57% | 0.54 CHF | 0.56 CHF | 100,000 | 75,000 | 98,823 | 75,000 | 53,940 CHF | 42,438 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.66% | 0.54 CHF | 0.56 CHF | 100,000 | 75,000 | 99,606 | 75,000 | 53,063 CHF | 41,452 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.40% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 99,990 | 63,928 | 54,198 CHF | 36,126 CHF | 99.60% | 99.60% |
| 15/11/2024 | 3.48% | 0.57 CHF | 0.59 CHF | 90,000 | 75,000 | 90,532 | 75,000 | 51,604 CHF | 44,278 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.35% | 0.61 CHF | 0.63 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 52,922 CHF | 45,602 CHF | 99.44% | 99.44% |
| 13/11/2024 | 3.49% | 0.57 CHF | 0.59 CHF | 90,000 | 75,000 | 90,057 | 74,373 | 51,306 CHF | 43,872 CHF | 98.88% | 98.88% |
| 12/11/2024 | 3.25% | 0.60 CHF | 0.62 CHF | 90,000 | 75,000 | 89,913 | 75,000 | 55,034 CHF | 47,425 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.08% | 0.64 CHF | 0.66 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 51,739 CHF | 50,020 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.13% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 80,291 | 75,000 | 51,221 CHF | 49,374 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.22% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 80,401 | 72,402 | 52,552 CHF | 48,836 CHF | 99.06% | 99.06% |
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