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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 | 2.12% | 0.49 CHF | 0.50 CHF | 125,000 | 125,000 | 124,743 | 124,743 | 58,114 CHF | 59,362 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 118,001 | 118,001 | 57,603 CHF | 58,783 CHF | 99.90% | 99.90% |
| 18/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 55,527 CHF | 56,777 CHF | 99.90% | 99.90% |
| 15/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,546 CHF | 53,796 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 54,257 CHF | 55,507 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 125,000 | 125,000 | 117,233 | 117,233 | 57,446 CHF | 58,619 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.16% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 122,974 | 122,974 | 56,403 CHF | 57,633 CHF | 99.69% | 99.69% |
| 11/11/2024 | 2.62% | 0.41 CHF | 0.42 CHF | 125,000 | 125,000 | 147,399 | 147,399 | 55,609 CHF | 57,083 CHF | 99.90% | 99.90% |
| 08/11/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 149,192 | 149,193 | 56,007 CHF | 57,499 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.09% | 0.30 CHF | 0.31 CHF | 175,000 | 175,000 | 171,830 | 171,830 | 54,768 CHF | 56,486 CHF | 99.88% | 99.88% |
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