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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 | 7.53% | 0.13 CHF | 0.14 CHF | 160,000 | 160,000 | 156,660 | 156,660 | 20,059 CHF | 21,625 CHF | 100.00% | 100.00% |
| 19/11/2024 | 8.07% | 0.12 CHF | 0.13 CHF | 180,000 | 180,000 | 174,965 | 174,965 | 20,801 CHF | 22,550 CHF | 100.00% | 100.00% |
| 18/11/2024 | 9.13% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 194,793 | 194,793 | 20,372 CHF | 22,320 CHF | 100.00% | 100.00% |
| 15/11/2024 | 10.72% | 0.09 CHF | 0.10 CHF | 230,000 | 230,000 | 219,778 | 219,778 | 19,524 CHF | 21,722 CHF | 100.00% | 100.00% |
| 14/11/2024 | 12.94% | 0.07 CHF | 0.08 CHF | 230,000 | 230,000 | 223,968 | 223,968 | 16,259 CHF | 18,498 CHF | 99.36% | 99.36% |
| 13/11/2024 | 11.06% | 0.08 CHF | 0.09 CHF | 230,000 | 230,000 | 223,059 | 223,059 | 19,130 CHF | 21,361 CHF | 100.00% | 100.00% |
| 12/11/2024 | 11.09% | 0.07 CHF | 0.08 CHF | 180,000 | 180,000 | 178,384 | 178,384 | 15,239 CHF | 17,023 CHF | 68.32% | 100.00% |
| 11/11/2024 | 7.63% | 0.11 CHF | 0.12 CHF | 160,000 | 160,000 | 155,827 | 155,827 | 19,668 CHF | 21,226 CHF | 99.93% | 99.93% |
| 08/11/2024 | 5.76% | 0.15 CHF | 0.16 CHF | 130,000 | 130,000 | 125,951 | 125,951 | 21,407 CHF | 22,667 CHF | 99.85% | 99.85% |
| 07/11/2024 | 3.69% | 0.28 CHF | 0.28 CHF | 130,000 | 130,000 | 127,142 | 127,142 | 33,882 CHF | 35,153 CHF | 98.53% | 98.53% |
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