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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 | 2.43% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 126,289 | 75,000 | 51,327 CHF | 31,286 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 100,674 | 73,453 | 50,137 CHF | 37,357 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.20% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 116,768 | 75,000 | 52,583 CHF | 34,744 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.23% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 118,671 | 75,000 | 52,504 CHF | 34,092 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 108,043 | 75,000 | 52,104 CHF | 36,965 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 90,000 | 75,000 | 90,000 | 74,146 | 51,963 CHF | 43,554 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.90% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 99,685 | 75,000 | 51,932 CHF | 39,832 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.00% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 104,545 | 75,000 | 51,719 CHF | 37,882 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,477 CHF | 40,108 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 100,000 | 75,000 | 105,544 | 72,406 | 51,864 CHF | 36,248 CHF | 99.12% | 99.12% |
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