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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 | 2.62% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 137,212 | 75,000 | 51,633 CHF | 29,016 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170,000 | 75,000 | 160,432 | 73,453 | 50,191 CHF | 23,789 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 151,726 | 63,973 | 52,183 CHF | 22,382 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.81% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 148,475 | 75,000 | 52,057 CHF | 27,142 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.06% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 161,802 | 75,000 | 52,074 CHF | 24,927 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 198,170 | 74,146 | 51,809 CHF | 20,138 CHF | 99.32% | 99.32% |
| 12/11/2024 | 3.28% | 0.26 CHF | 0.27 CHF | 200,000 | 75,000 | 171,554 | 75,000 | 51,525 CHF | 23,290 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 162,601 | 75,000 | 51,884 CHF | 24,693 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 170,000 | 75,000 | 170,723 | 75,000 | 51,391 CHF | 23,330 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 160,850 | 72,406 | 51,959 CHF | 24,226 CHF | 99.12% | 99.12% |
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