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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 3.01% | 0.35 CHF | 0.36 CHF | 600,000 | 75,000 | 695,690 | 75,000 | 227,255 CHF | 25,415 CHF | 99.16% | 99.16% |
| 22/11/2024 | 3.47% | 0.34 CHF | 0.35 CHF | 600,000 | 75,000 | 746,250 | 75,000 | 211,868 CHF | 22,061 CHF | 99.17% | 99.17% |
| 20/11/2024 | 3.48% | 0.28 CHF | 0.29 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 211,761 CHF | 21,926 CHF | 99.17% | 99.17% |
| 19/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 204,057 CHF | 21,156 CHF | 99.16% | 99.16% |
| 18/11/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 750,000 | 75,000 | 749,993 | 75,000 | 227,834 CHF | 23,534 CHF | 98.78% | 98.78% |
| 15/11/2024 | 3.31% | 0.35 CHF | 0.36 CHF | 600,000 | 75,000 | 741,994 | 74,968 | 220,474 CHF | 23,052 CHF | 99.17% | 99.17% |
| 14/11/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 750,000 | 75,000 | 609,169 | 75,000 | 202,062 CHF | 25,641 CHF | 99.16% | 99.16% |
| 13/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 600,000 | 75,000 | 635,743 | 74,968 | 205,829 CHF | 25,041 CHF | 98.93% | 98.93% |
| 12/11/2024 | 2.67% | 0.34 CHF | 0.35 CHF | 600,000 | 75,000 | 600,000 | 74,937 | 222,759 CHF | 28,571 CHF | 99.17% | 99.17% |
| 11/11/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 245,073 CHF | 31,384 CHF | 99.16% | 99.16% |
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