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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 68,828 CHF | 70,628 CHF | 100.00% | 100.00% |
| 20/11/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 69,230 CHF | 71,030 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.45% | 0.38 CHF | 0.39 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 72,588 CHF | 74,388 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 67,455 CHF | 69,255 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 68,544 CHF | 70,344 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 180,000 | 180,000 | 181,847 | 181,847 | 79,641 CHF | 81,460 CHF | 99.39% | 99.39% |
| 13/11/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 94,242 CHF | 96,142 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.20% | 0.50 CHF | 0.51 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 82,010 CHF | 83,830 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 70,932 CHF | 72,732 CHF | 99.93% | 99.93% |
| 08/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 180,000 | 180,000 | 179,990 | 179,990 | 71,365 CHF | 73,165 CHF | 100.00% | 100.00% |
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