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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 | 3.25% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 155,615 | 75,000 | 51,996 CHF | 25,903 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 167,213 | 75,000 | 51,598 CHF | 23,903 CHF | 88.53% | 88.53% |
| 18/11/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 169,131 | 75,000 | 159,348 | 75,000 | 51,855 CHF | 25,182 CHF | 39.61% | 39.61% |
| 15/11/2024 | 3.21% | 0.34 CHF | 0.36 CHF | 150,000 | 75,000 | 136,016 | 75,000 | 51,450 CHF | 29,357 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.90% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 135,779 | 75,000 | 51,573 CHF | 29,408 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 119,983 | 74,442 | 52,424 CHF | 33,291 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 109,241 | 75,000 | 52,079 CHF | 36,592 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.32% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 99,976 | 75,000 | 52,847 CHF | 40,576 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.26% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 96,295 | 75,000 | 53,152 CHF | 42,389 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.04% | 0.61 CHF | 0.62 CHF | 90,000 | 75,000 | 83,368 | 72,408 | 53,989 CHF | 47,806 CHF | 99.13% | 99.13% |
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