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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 | 3.05% | 0.33 CHF | 0.34 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 58,119 CHF | 59,919 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 61,741 CHF | 63,541 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 56,368 CHF | 58,168 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 57,595 CHF | 59,395 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 68,478 CHF | 70,296 CHF | 99.33% | 99.33% |
| 13/11/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 82,369 CHF | 84,269 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.54% | 0.44 CHF | 0.45 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 70,864 CHF | 72,683 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 59,818 CHF | 61,618 CHF | 99.93% | 99.93% |
| 08/11/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 180,000 | 180,000 | 179,990 | 179,990 | 60,310 CHF | 62,110 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.41% | 0.27 CHF | 0.28 CHF | 170,000 | 170,000 | 171,564 | 171,564 | 49,749 CHF | 51,464 CHF | 100.00% | 100.00% |
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