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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,115 CHF | 56,615 CHF | 98.59% | 98.59% |
| 22/11/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 146,613 | 146,613 | 54,522 CHF | 55,988 CHF | 100.00% | 100.00% |
| 20/11/2024 | 2.13% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,995 CHF | 59,245 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 124,323 | 124,323 | 54,218 CHF | 55,461 CHF | 98.96% | 98.96% |
| 18/11/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 110,970 | 110,970 | 55,088 CHF | 56,198 CHF | 99.94% | 99.94% |
| 15/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 122,640 | 122,640 | 59,668 CHF | 60,895 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.23% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 125,620 | 125,620 | 55,724 CHF | 56,981 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 128,274 | 128,274 | 53,973 CHF | 55,255 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.19% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 56,408 CHF | 57,658 CHF | 99.98% | 99.98% |
| 11/11/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 59,314 CHF | 60,564 CHF | 100.00% | 100.00% |
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