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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 | 3.49% | 0.47 CHF | 0.49 CHF | 110,000 | 75,000 | 108,974 | 75,000 | 52,404 CHF | 37,361 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.90% | 0.48 CHF | 0.50 CHF | 110,000 | 75,000 | 112,088 | 75,000 | 51,672 CHF | 35,974 CHF | 84.85% | 84.85% |
| 18/11/2024 | 3.99% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 109,996 | 75,000 | 52,413 CHF | 37,191 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.15% | 0.51 CHF | 0.53 CHF | 100,000 | 50,000 | 99,959 | 50,000 | 52,880 CHF | 27,577 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.46% | 0.62 CHF | 0.64 CHF | 90,000 | 75,000 | 91,566 | 75,000 | 53,209 CHF | 45,160 CHF | 99.44% | 99.44% |
| 13/11/2024 | 3.88% | 0.55 CHF | 0.57 CHF | 100,000 | 75,000 | 96,347 | 74,373 | 52,788 CHF | 42,400 CHF | 98.88% | 98.88% |
| 12/11/2024 | 3.77% | 0.59 CHF | 0.61 CHF | 90,000 | 50,000 | 89,019 | 50,000 | 54,446 CHF | 31,768 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.48% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,145 CHF | 34,392 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.48% | 0.64 CHF | 0.67 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,627 CHF | 34,057 CHF | 99.51% | 99.51% |
| 07/11/2024 | 3.67% | 0.64 CHF | 0.67 CHF | 80,000 | 50,000 | 78,364 | 50,000 | 53,847 CHF | 35,676 CHF | 78.59% | 78.59% |
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