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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 | 4.54% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 226,739 | 75,000 | 50,584 CHF | 17,522 CHF | 100.00% | 100.00% |
| 20/11/2024 | 4.95% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 251,047 | 75,000 | 50,218 CHF | 15,776 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.49% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 282,713 | 75,000 | 50,678 CHF | 14,222 CHF | 97.59% | 97.59% |
| 18/11/2024 | 6.57% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 282,569 | 63,966 | 50,754 CHF | 12,097 CHF | 99.94% | 99.94% |
| 15/11/2024 | 3.91% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 186,127 | 50,000 | 51,503 CHF | 14,599 CHF | 78.43% | 78.43% |
| 14/11/2024 | 2.89% | 0.39 CHF | 0.40 CHF | 130,000 | 50,000 | 136,314 | 50,000 | 51,937 CHF | 19,626 CHF | 99.44% | 99.44% |
| 13/11/2024 | 3.07% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 143,380 | 49,818 | 51,786 CHF | 18,570 CHF | 98.88% | 98.88% |
| 12/11/2024 | 2.70% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 132,806 | 50,000 | 51,928 CHF | 20,120 CHF | 87.66% | 87.66% |
| 11/11/2024 | 2.91% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 138,192 | 50,000 | 52,271 CHF | 19,481 CHF | 98.45% | 98.45% |
| 08/11/2024 | 3.11% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 148,036 | 50,000 | 51,433 CHF | 17,945 CHF | 100.00% | 100.00% |
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