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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 33,086 CHF | 34,486 CHF | 100.00% | 100.00% |
| 20/11/2024 | 3.54% | 0.26 CHF | 0.27 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 38,872 CHF | 40,272 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.12% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 37,843 CHF | 39,043 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 39,807 CHF | 41,007 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 41,526 CHF | 42,726 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,440 CHF | 41,640 CHF | 99.36% | 99.36% |
| 13/11/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,388 CHF | 41,588 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 41,909 CHF | 43,113 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.01% | 0.36 CHF | 0.38 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 43,767 CHF | 45,560 CHF | 99.93% | 99.93% |
| 08/11/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,567 CHF | 41,774 CHF | 100.00% | 100.00% |
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