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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 | 5.44% | 0.16 CHF | 0.17 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 109,226 CHF | 115,326 CHF | 99.42% | 99.42% |
| 19/11/2024 | 5.06% | 0.20 CHF | 0.21 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 117,792 CHF | 123,892 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 670,000 | 670,000 | 670,000 | 670,000 | 123,245 CHF | 129,945 CHF | 99.26% | 99.26% |
| 15/11/2024 | 5.15% | 0.18 CHF | 0.19 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 129,166 CHF | 135,966 CHF | 98.67% | 98.67% |
| 14/11/2024 | 5.53% | 0.20 CHF | 0.21 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 112,897 CHF | 119,297 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.35% | 0.19 CHF | 0.20 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 135,326 CHF | 141,326 CHF | 99.08% | 99.08% |
| 12/11/2024 | 4.18% | 0.23 CHF | 0.24 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 135,796 CHF | 141,596 CHF | 99.78% | 99.78% |
| 11/11/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 145,012 CHF | 150,512 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.88% | 0.32 CHF | 0.33 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 181,791 CHF | 187,091 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.80% | 0.37 CHF | 0.38 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 197,415 CHF | 203,015 CHF | 100.00% | 100.00% |
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