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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 | 2.33% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,951 | 75,000 | 51,291 CHF | 32,563 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 135,995 | 75,000 | 51,781 CHF | 29,391 CHF | 92.76% | 92.76% |
| 18/11/2024 | 2.70% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,006 | 63,972 | 51,629 CHF | 28,226 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 113,570 | 75,000 | 52,820 CHF | 35,678 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 115,757 | 75,000 | 52,105 CHF | 34,560 CHF | 99.26% | 99.26% |
| 13/11/2024 | 2.58% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 134,165 | 74,106 | 52,099 CHF | 29,613 CHF | 96.42% | 96.42% |
| 12/11/2024 | 1.98% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 101,642 | 75,000 | 50,785 CHF | 38,262 CHF | 99.09% | 99.09% |
| 11/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,674 CHF | 40,255 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,438 | 75,000 | 52,394 CHF | 36,339 CHF | 99.75% | 99.75% |
| 07/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 102,820 | 72,667 | 51,669 CHF | 37,362 CHF | 98.69% | 98.69% |
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