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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 | 2.56% | 0.42 CHF | 0.43 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 204,655 CHF | 209,955 CHF | 99.42% | 99.42% |
| 19/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 195,444 CHF | 200,744 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 199,219 CHF | 204,419 CHF | 99.26% | 99.26% |
| 15/11/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 196,415 CHF | 201,615 CHF | 98.67% | 98.67% |
| 14/11/2024 | 2.47% | 0.37 CHF | 0.38 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 212,202 CHF | 217,502 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.99% | 0.37 CHF | 0.38 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 181,439 CHF | 186,939 CHF | 99.08% | 99.08% |
| 12/11/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 183,200 CHF | 188,800 CHF | 99.81% | 99.81% |
| 11/11/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 168,023 CHF | 173,823 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.83% | 0.23 CHF | 0.24 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 131,677 CHF | 138,177 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.86% | 0.19 CHF | 0.20 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 123,299 CHF | 129,399 CHF | 99.96% | 99.96% |
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