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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 | 3.23% | 0.32 CHF | 0.33 CHF | 135,470 | 75,000 | 134,999 | 75,000 | 41,250 CHF | 23,659 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 126,288 | 73,320 | 50,160 CHF | 29,864 CHF | 92.09% | 92.09% |
| 18/11/2024 | 2.84% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 135,091 | 75,000 | 47,400 CHF | 27,087 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.91% | 0.32 CHF | 0.33 CHF | 135,807 | 75,000 | 135,868 | 75,000 | 46,354 CHF | 26,351 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 138,193 | 75,000 | 135,247 | 75,000 | 51,365 CHF | 29,292 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,000 | 74,146 | 52,330 CHF | 36,026 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.37% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 125,364 | 75,000 | 52,260 CHF | 32,048 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 137,118 | 75,000 | 131,835 | 75,000 | 51,697 CHF | 30,174 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 121,790 | 75,000 | 51,229 CHF | 32,309 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 132,162 | 72,406 | 51,502 CHF | 28,864 CHF | 99.12% | 99.12% |
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