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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 | 2.82% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 147,426 | 75,000 | 51,571 CHF | 27,003 CHF | 94.79% | 94.79% |
| 19/11/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 157,773 | 75,000 | 52,240 CHF | 25,598 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.73% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 75,789 | 46,607 | 26,866 CHF | 17,191 CHF | 87.49% | 87.49% |
| 15/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 140,000 | 75,000 | 140,921 | 75,000 | 51,434 CHF | 28,135 CHF | 98.83% | 98.83% |
| 14/11/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 149,488 | 75,000 | 51,553 CHF | 26,667 CHF | 83.23% | 83.23% |
| 13/11/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 157,259 | 74,112 | 52,267 CHF | 25,387 CHF | 94.16% | 94.16% |
| 12/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 158,047 | 75,000 | 52,290 CHF | 25,572 CHF | 84.17% | 84.17% |
| 11/11/2024 | 2.48% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 131,605 | 75,000 | 52,320 CHF | 30,583 CHF | 94.79% | 94.79% |
| 08/11/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 141,781 | 75,000 | 51,021 CHF | 27,749 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150,000 | 75,000 | 143,260 | 72,251 | 51,093 CHF | 26,583 CHF | 93.52% | 93.52% |
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