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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 | 4.19% | 0.21 CHF | 0.22 CHF | 120,000 | 120,000 | 120,020 | 120,020 | 28,102 CHF | 29,302 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.53% | 0.25 CHF | 0.26 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 30,644 CHF | 31,744 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 32,600 CHF | 33,700 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 34,301 CHF | 35,401 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 33,266 CHF | 34,366 CHF | 99.41% | 99.41% |
| 13/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 33,119 CHF | 34,219 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.14% | 0.30 CHF | 0.31 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 34,536 CHF | 35,639 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.41% | 0.33 CHF | 0.34 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 36,448 CHF | 38,092 CHF | 99.93% | 99.93% |
| 08/11/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 33,160 CHF | 34,266 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.37% | 0.32 CHF | 0.34 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 35,797 CHF | 37,395 CHF | 100.00% | 100.00% |
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