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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 | 6.93% | 0.16 CHF | 0.17 CHF | 166,867 | 75,000 | 167,167 | 75,000 | 24,708 CHF | 11,882 CHF | 100.00% | 100.00% |
| 19/11/2024 | 7.84% | 0.13 CHF | 0.14 CHF | 168,154 | 75,000 | 168,438 | 75,000 | 20,726 CHF | 9,980 CHF | 99.40% | 99.40% |
| 18/11/2024 | 7.81% | 0.14 CHF | 0.15 CHF | 167,752 | 75,000 | 168,375 | 75,000 | 22,929 CHF | 11,043 CHF | 100.00% | 100.00% |
| 15/11/2024 | 5.50% | 0.16 CHF | 0.17 CHF | 167,344 | 75,000 | 165,131 | 75,000 | 32,156 CHF | 15,431 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.29% | 0.20 CHF | 0.21 CHF | 164,455 | 75,000 | 165,205 | 75,000 | 32,253 CHF | 15,443 CHF | 99.52% | 99.52% |
| 13/11/2024 | 4.29% | 0.24 CHF | 0.25 CHF | 161,717 | 75,000 | 160,781 | 74,442 | 40,184 CHF | 19,415 CHF | 99.32% | 99.32% |
| 12/11/2024 | 3.71% | 0.28 CHF | 0.29 CHF | 158,840 | 75,000 | 158,232 | 75,000 | 46,168 CHF | 22,711 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.23% | 0.32 CHF | 0.34 CHF | 156,139 | 75,000 | 147,398 | 75,000 | 51,230 CHF | 26,963 CHF | 52.04% | 52.04% |
| 08/11/2024 | 3.24% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 140,471 | 75,000 | 51,618 CHF | 28,501 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.71% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 112,521 | 72,407 | 51,940 CHF | 34,342 CHF | 99.13% | 99.13% |
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