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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 | 5.08% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 86,547 CHF | 30,349 CHF | 97.83% | 97.83% |
| 19/11/2024 | 4.81% | 0.22 CHF | 0.23 CHF | 450,000 | 150,000 | 459,375 | 153,125 | 93,229 CHF | 32,607 CHF | 97.35% | 97.35% |
| 18/11/2024 | 4.78% | 0.23 CHF | 0.24 CHF | 450,000 | 150,000 | 457,427 | 152,476 | 93,473 CHF | 32,682 CHF | 99.15% | 99.15% |
| 15/11/2024 | 3.09% | 0.27 CHF | 0.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 144,928 CHF | 49,809 CHF | 97.67% | 97.67% |
| 14/11/2024 | 2.64% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,983 CHF | 57,828 CHF | 97.05% | 97.05% |
| 13/11/2024 | 2.29% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,705 CHF | 66,402 CHF | 96.22% | 96.22% |
| 12/11/2024 | 1.79% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,469 CHF | 84,656 CHF | 84.28% | 97.55% |
| 11/11/2024 | 1.89% | 0.61 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,582 CHF | 80,028 CHF | 75.20% | 97.49% |
| 08/11/2024 | 1.78% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 250,504 CHF | 85,001 CHF | 96.17% | 96.17% |
| 07/11/2024 | 2.28% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,554 CHF | 67,351 CHF | 96.87% | 96.87% |
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