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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 | 6.37% | 0.13 CHF | 0.14 CHF | 600,000 | 75,000 | 456,144 | 75,000 | 69,975 CHF | 12,284 CHF | 99.17% | 99.17% |
| 19/11/2024 | 7.26% | 0.14 CHF | 0.15 CHF | 450,000 | 75,000 | 553,245 | 75,000 | 73,334 CHF | 10,767 CHF | 99.16% | 99.16% |
| 18/11/2024 | 5.94% | 0.17 CHF | 0.18 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 74,084 CHF | 13,097 CHF | 99.23% | 99.23% |
| 15/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 98,089 CHF | 17,098 CHF | 99.17% | 99.17% |
| 14/11/2024 | 3.51% | 0.26 CHF | 0.27 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 126,241 CHF | 21,790 CHF | 99.16% | 99.16% |
| 13/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 450,000 | 75,000 | 449,747 | 75,000 | 129,440 CHF | 22,337 CHF | 99.16% | 99.16% |
| 12/11/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 126,910 CHF | 21,902 CHF | 99.16% | 99.16% |
| 11/11/2024 | 3.05% | 0.33 CHF | 0.34 CHF | 300,000 | 75,000 | 331,657 | 75,000 | 106,635 CHF | 24,986 CHF | 99.16% | 99.16% |
| 08/11/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 129,713 CHF | 22,369 CHF | 99.17% | 99.17% |
| 07/11/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 450,000 | 75,000 | 450,000 | 75,000 | 130,224 CHF | 22,454 CHF | 98.27% | 98.27% |
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