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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 | 2.37% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 123,569 | 75,000 | 51,511 CHF | 32,042 CHF | 94.79% | 94.79% |
| 19/11/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 129,808 | 75,000 | 51,251 CHF | 30,402 CHF | 53.60% | 53.60% |
| 18/11/2024 | 3.20% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 68,211 | 51,451 | 29,237 CHF | 22,803 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,600 | 75,000 | 52,421 CHF | 33,649 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 125,109 | 75,000 | 51,598 CHF | 31,726 CHF | 79.54% | 79.54% |
| 13/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 130,223 | 74,082 | 51,283 CHF | 29,922 CHF | 91.10% | 91.10% |
| 12/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 132,014 | 75,000 | 51,360 CHF | 29,940 CHF | 70.91% | 70.91% |
| 11/11/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 109,274 | 75,000 | 52,267 CHF | 36,634 CHF | 94.79% | 94.79% |
| 08/11/2024 | 2.31% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 120,392 | 75,000 | 51,601 CHF | 32,900 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 122,758 | 72,251 | 51,425 CHF | 31,082 CHF | 93.52% | 93.52% |
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