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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 | 2.39% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 127,010 | 127,009 | 52,613 CHF | 53,883 CHF | 100.00% | 100.00% |
| 20/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 53,012 CHF | 54,262 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.51% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 140,114 | 140,114 | 55,011 CHF | 56,412 CHF | 99.92% | 99.92% |
| 18/11/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 126,304 | 126,304 | 51,185 CHF | 52,448 CHF | 99.88% | 99.88% |
| 15/11/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 52,811 CHF | 54,061 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.44% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 132,046 | 132,046 | 53,421 CHF | 54,742 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 139,571 | 139,571 | 54,341 CHF | 55,737 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 125,259 | 125,259 | 51,707 CHF | 52,960 CHF | 99.68% | 99.68% |
| 11/11/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 58,146 CHF | 59,396 CHF | 99.91% | 99.91% |
| 08/11/2024 | 2.15% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 57,578 CHF | 58,828 CHF | 100.00% | 100.00% |
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