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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 | 2.13% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,283 | 75,000 | 51,318 CHF | 35,653 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,588 | 75,000 | 52,524 CHF | 33,696 CHF | 99.40% | 99.40% |
| 18/11/2024 | 2.40% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 115,911 | 75,000 | 52,324 CHF | 34,708 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.40% | 0.47 CHF | 0.49 CHF | 110,000 | 75,000 | 101,836 | 75,000 | 51,789 CHF | 39,107 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.17% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 102,600 | 75,000 | 52,345 CHF | 39,158 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 92,124 | 74,442 | 52,192 CHF | 42,968 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.80% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,229 | 75,000 | 54,135 CHF | 46,342 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.73% | 0.64 CHF | 0.65 CHF | 80,000 | 75,000 | 80,000 | 75,000 | 52,762 CHF | 50,326 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 80,000 | 75,000 | 79,912 | 75,000 | 54,681 CHF | 52,139 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.61% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 74,526 | 72,408 | 58,106 CHF | 57,219 CHF | 99.13% | 99.13% |
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