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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 | 4.86% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 250,859 | 75,000 | 50,323 CHF | 15,813 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 250,407 | 75,000 | 50,612 CHF | 15,947 CHF | 99.99% | 99.99% |
| 18/11/2024 | 4.89% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 249,985 | 63,973 | 50,157 CHF | 13,507 CHF | 100.00% | 100.00% |
| 15/11/2024 | 5.73% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 165,573 | 61,326 | 35,018 CHF | 13,752 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 219,312 | 75,000 | 50,459 CHF | 18,052 CHF | 99.44% | 99.44% |
| 13/11/2024 | 5.10% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 265,918 | 74,375 | 50,847 CHF | 14,983 CHF | 98.81% | 98.81% |
| 12/11/2024 | 4.83% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 248,390 | 75,000 | 50,210 CHF | 15,923 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 225,909 | 75,000 | 50,597 CHF | 17,557 CHF | 99.90% | 99.90% |
| 08/11/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 218,574 | 75,000 | 50,551 CHF | 18,107 CHF | 97.40% | 97.40% |
| 07/11/2024 | 3.78% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 197,453 | 72,310 | 51,231 CHF | 19,615 CHF | 95.53% | 95.53% |
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