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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 | 3.50% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 176,295 | 75,000 | 51,556 CHF | 22,727 CHF | 100.00% | 100.00% |
| 20/11/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 196,148 | 75,000 | 51,565 CHF | 20,494 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.24% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 213,953 | 75,000 | 50,478 CHF | 18,487 CHF | 97.59% | 97.59% |
| 18/11/2024 | 5.13% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 213,791 | 63,966 | 50,557 CHF | 15,694 CHF | 99.94% | 99.94% |
| 15/11/2024 | 3.11% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 147,075 | 50,000 | 51,854 CHF | 18,461 CHF | 78.43% | 78.43% |
| 14/11/2024 | 2.28% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 108,772 | 50,000 | 52,222 CHF | 24,571 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.42% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 114,806 | 49,818 | 52,395 CHF | 23,317 CHF | 98.88% | 98.88% |
| 12/11/2024 | 2.18% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 106,075 | 50,000 | 52,113 CHF | 25,144 CHF | 87.66% | 87.66% |
| 11/11/2024 | 2.26% | 0.47 CHF | 0.48 CHF | 110,000 | 50,000 | 110,632 | 50,000 | 52,711 CHF | 24,375 CHF | 98.45% | 98.45% |
| 08/11/2024 | 2.42% | 0.45 CHF | 0.46 CHF | 120,000 | 50,000 | 119,343 | 50,000 | 52,288 CHF | 22,461 CHF | 100.00% | 100.00% |
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