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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 | 2.07% | 0.47 CHF | 0.48 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 86,066 CHF | 87,866 CHF | 100.00% | 100.00% |
| 20/11/2024 | 2.06% | 0.49 CHF | 0.50 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 86,392 CHF | 88,192 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.98% | 0.47 CHF | 0.48 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 90,052 CHF | 91,852 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 84,874 CHF | 86,674 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 86,089 CHF | 87,889 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 180,000 | 180,000 | 181,849 | 181,849 | 97,252 CHF | 99,070 CHF | 99.39% | 99.39% |
| 13/11/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 112,529 CHF | 114,429 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.81% | 0.60 CHF | 0.61 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 99,694 CHF | 101,514 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 88,364 CHF | 90,164 CHF | 99.93% | 99.93% |
| 08/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 88,845 CHF | 90,645 CHF | 100.00% | 100.00% |
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