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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 | 3.24% | 0.31 CHF | 0.32 CHF | 166,748 | 75,000 | 167,266 | 75,000 | 50,783 CHF | 23,521 CHF | 93.38% | 93.38% |
| 19/11/2024 | 3.54% | 0.29 CHF | 0.30 CHF | 167,770 | 75,000 | 168,447 | 75,000 | 46,787 CHF | 21,583 CHF | 99.40% | 99.40% |
| 18/11/2024 | 3.72% | 0.30 CHF | 0.31 CHF | 167,904 | 75,000 | 168,415 | 75,000 | 48,819 CHF | 22,566 CHF | 94.95% | 94.95% |
| 15/11/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 167,407 | 75,000 | 145,373 | 75,000 | 51,090 CHF | 27,189 CHF | 90.98% | 90.98% |
| 14/11/2024 | 3.15% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 144,341 | 75,000 | 51,431 CHF | 27,648 CHF | 65.32% | 65.32% |
| 13/11/2024 | 2.78% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 128,556 | 74,442 | 52,135 CHF | 31,047 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.74% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 118,001 | 75,000 | 52,538 CHF | 34,342 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 104,182 | 75,000 | 51,881 CHF | 38,214 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.23% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,211 | 75,000 | 52,348 CHF | 40,073 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.94% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 85,798 | 72,407 | 52,982 CHF | 45,542 CHF | 99.13% | 99.13% |
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