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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 | 5.24% | 0.17 CHF | 0.18 CHF | 201,571 | 50,000 | 200,107 | 50,000 | 37,283 CHF | 9,819 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.49% | 0.19 CHF | 0.20 CHF | 199,547 | 50,000 | 200,503 | 50,000 | 35,689 CHF | 9,403 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.39% | 0.21 CHF | 0.22 CHF | 198,143 | 50,000 | 197,581 | 50,000 | 44,127 CHF | 11,669 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.87% | 0.27 CHF | 0.28 CHF | 194,261 | 50,000 | 195,293 | 50,000 | 49,472 CHF | 13,167 CHF | 20.07% | 20.07% |
| 14/11/2024 | 4.39% | 0.27 CHF | 0.28 CHF | 194,308 | 50,000 | 197,641 | 50,000 | 44,602 CHF | 11,802 CHF | 97.69% | 97.69% |
| 13/11/2024 | 4.67% | 0.20 CHF | 0.21 CHF | 199,458 | 50,000 | 197,943 | 49,519 | 41,473 CHF | 10,873 CHF | 98.88% | 98.88% |
| 12/11/2024 | 4.21% | 0.20 CHF | 0.21 CHF | 198,403 | 50,000 | 195,783 | 50,000 | 45,623 CHF | 12,153 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.06% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 161,386 | 50,000 | 51,853 CHF | 16,593 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.00% | 0.31 CHF | 0.32 CHF | 170,000 | 25,000 | 158,191 | 25,000 | 51,933 CHF | 8,483 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.22% | 0.43 CHF | 0.44 CHF | 120,000 | 25,000 | 116,558 | 24,740 | 52,495 CHF | 11,400 CHF | 99.06% | 99.06% |
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