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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 | 7.73% | 0.22 CHF | 0.23 CHF | 240,000 | 75,000 | 223,855 | 75,000 | 50,585 CHF | 18,323 CHF | 77.15% | 77.15% |
| 19/11/2024 | 5.02% | 0.18 CHF | 0.19 CHF | 266,060 | 75,000 | 251,817 | 75,000 | 49,036 CHF | 15,642 CHF | 37.39% | 37.39% |
| 18/11/2024 | 4.85% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 181,277 | 63,972 | 43,179 CHF | 15,940 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.85% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 185,461 | 75,000 | 51,556 CHF | 21,770 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.74% | 0.31 CHF | 0.33 CHF | 170,000 | 75,000 | 192,551 | 75,000 | 50,629 CHF | 20,575 CHF | 99.26% | 99.26% |
| 13/11/2024 | 4.77% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 234,574 | 73,176 | 49,537 CHF | 16,337 CHF | 47.29% | 47.29% |
| 12/11/2024 | 5.31% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 159,561 | 75,000 | 51,884 CHF | 25,804 CHF | 99.09% | 99.09% |
| 11/11/2024 | 5.16% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 143,465 | 75,000 | 51,364 CHF | 28,294 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 172,851 | 75,000 | 51,566 CHF | 23,150 CHF | 99.75% | 99.75% |
| 07/11/2024 | 4.02% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 151,915 | 72,667 | 50,444 CHF | 25,173 CHF | 98.69% | 98.69% |
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