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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 | 3.76% | 0.28 CHF | 0.29 CHF | 166,823 | 75,000 | 167,255 | 75,000 | 46,055 CHF | 21,445 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 167,980 | 75,000 | 168,357 | 75,000 | 42,036 CHF | 19,477 CHF | 99.40% | 99.40% |
| 18/11/2024 | 4.09% | 0.27 CHF | 0.28 CHF | 167,499 | 75,000 | 168,333 | 75,000 | 44,225 CHF | 20,528 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.59% | 0.32 CHF | 0.33 CHF | 165,411 | 75,000 | 157,111 | 75,000 | 52,172 CHF | 25,827 CHF | 59.82% | 59.82% |
| 14/11/2024 | 3.19% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 157,097 | 75,000 | 51,313 CHF | 25,353 CHF | 64.33% | 64.33% |
| 13/11/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 137,557 | 74,442 | 51,844 CHF | 28,868 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.71% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 124,284 | 75,000 | 51,888 CHF | 32,203 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 111,760 | 75,000 | 52,587 CHF | 36,096 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.24% | 0.46 CHF | 0.48 CHF | 110,000 | 75,000 | 104,794 | 75,000 | 51,836 CHF | 37,979 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.13% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 89,816 | 72,407 | 52,873 CHF | 43,526 CHF | 99.13% | 99.13% |
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