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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 | 4.29% | 0.22 CHF | 0.23 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 27,368 CHF | 28,568 CHF | 99.48% | 99.48% |
| 19/11/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 31,249 CHF | 32,449 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.05% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 29,069 CHF | 30,269 CHF | 99.89% | 99.89% |
| 15/11/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 30,335 CHF | 31,535 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.69% | 0.25 CHF | 0.26 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 31,970 CHF | 33,170 CHF | 98.68% | 98.68% |
| 13/11/2024 | 3.77% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 31,387 CHF | 32,587 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.44% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 26,448 CHF | 27,648 CHF | 99.88% | 99.88% |
| 11/11/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 24,489 CHF | 25,689 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.62% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 25,378 CHF | 26,578 CHF | 99.04% | 99.04% |
| 07/11/2024 | 5.12% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 22,890 CHF | 24,090 CHF | 99.04% | 99.04% |
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