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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 | 5.95% | 0.40 CHF | 0.43 CHF | 130,000 | 75,000 | 119,861 | 75,000 | 52,279 CHF | 34,813 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.92% | 0.35 CHF | 0.37 CHF | 150,000 | 75,000 | 159,711 | 75,000 | 51,930 CHF | 25,403 CHF | 99.99% | 99.99% |
| 18/11/2024 | 3.66% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 115,854 | 69,486 | 52,120 CHF | 32,409 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.96% | 0.49 CHF | 0.51 CHF | 110,000 | 75,000 | 68,468 | 54,333 | 32,643 CHF | 26,762 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.90% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 110,990 | 75,000 | 52,081 CHF | 36,249 CHF | 98.90% | 98.90% |
| 13/11/2024 | 3.02% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 116,884 | 74,449 | 52,199 CHF | 34,300 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.48% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 101,502 | 75,000 | 52,156 CHF | 39,538 CHF | 98.84% | 98.84% |
| 11/11/2024 | 2.23% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 85,991 | 73,091 | 52,768 CHF | 45,874 CHF | 99.61% | 99.61% |
| 08/11/2024 | 2.37% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 90,000 | 75,000 | 53,495 CHF | 45,650 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.47% | 0.66 CHF | 0.67 CHF | 80,000 | 75,000 | 80,000 | 73,699 | 53,178 CHF | 50,230 CHF | 98.73% | 98.73% |
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