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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 | 4.46% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 230,135 | 75,000 | 50,505 CHF | 17,274 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 223,920 | 75,000 | 50,506 CHF | 17,708 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.77% | 0.25 CHF | 0.26 CHF | 200,000 | 75,000 | 216,245 | 63,973 | 50,552 CHF | 15,606 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.25% | 0.27 CHF | 0.28 CHF | 190,000 | 50,000 | 172,377 | 50,000 | 52,115 CHF | 15,646 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 150,894 | 75,000 | 52,083 CHF | 26,644 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 167,546 | 49,703 | 51,819 CHF | 15,887 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 143,252 | 50,000 | 51,280 CHF | 18,416 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 132,804 | 50,000 | 51,480 CHF | 19,893 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 144,982 | 50,000 | 51,641 CHF | 18,322 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 144,386 | 72,406 | 51,176 CHF | 26,477 CHF | 99.12% | 99.12% |
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