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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 | 4.31% | 0.22 CHF | 0.23 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 40,988 CHF | 42,788 CHF | 100.00% | 100.00% |
| 20/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 41,091 CHF | 42,891 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.97% | 0.22 CHF | 0.23 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 44,692 CHF | 46,492 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.49% | 0.21 CHF | 0.22 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 39,233 CHF | 41,033 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 40,472 CHF | 42,272 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.51% | 0.27 CHF | 0.28 CHF | 180,000 | 180,000 | 181,847 | 181,847 | 51,227 CHF | 53,045 CHF | 99.39% | 99.39% |
| 13/11/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 64,461 CHF | 66,361 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.35% | 0.35 CHF | 0.36 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 53,678 CHF | 55,498 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 42,753 CHF | 44,553 CHF | 99.93% | 99.93% |
| 08/11/2024 | 4.11% | 0.24 CHF | 0.25 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 42,980 CHF | 44,780 CHF | 100.00% | 100.00% |
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