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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 | 4.43% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 39,748 CHF | 41,548 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.38% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,218 CHF | 42,018 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.04% | 0.37 CHF | 0.38 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 43,708 CHF | 45,508 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.77% | 0.37 CHF | 0.39 CHF | 120,000 | 120,000 | 115,505 | 115,505 | 45,070 CHF | 46,803 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.69% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 47,993 CHF | 49,793 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.83% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 46,105 CHF | 47,905 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.61% | 0.39 CHF | 0.40 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 45,001 CHF | 46,651 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.34% | 0.48 CHF | 0.50 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 50,556 CHF | 52,272 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.27% | 0.45 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,667 CHF | 47,186 CHF | 98.90% | 98.90% |
| 07/11/2024 | 3.82% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,385 CHF | 53,385 CHF | 100.00% | 100.00% |
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