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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 | 5.24% | 0.19 CHF | 0.20 CHF | 166,823 | 75,000 | 167,243 | 75,000 | 31,094 CHF | 14,695 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.72% | 0.17 CHF | 0.18 CHF | 167,980 | 75,000 | 168,391 | 75,000 | 26,889 CHF | 12,807 CHF | 99.40% | 99.40% |
| 18/11/2024 | 6.16% | 0.18 CHF | 0.19 CHF | 167,499 | 75,000 | 168,333 | 75,000 | 29,075 CHF | 13,778 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.23% | 0.20 CHF | 0.21 CHF | 167,320 | 75,000 | 165,046 | 75,000 | 38,426 CHF | 18,219 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.55% | 0.24 CHF | 0.25 CHF | 164,717 | 75,000 | 165,233 | 75,000 | 38,483 CHF | 18,286 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 161,790 | 75,000 | 160,752 | 74,442 | 46,149 CHF | 22,168 CHF | 99.32% | 99.32% |
| 12/11/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 158,687 | 75,000 | 156,262 | 75,000 | 50,957 CHF | 25,274 CHF | 70.05% | 70.05% |
| 11/11/2024 | 2.97% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 135,583 | 75,000 | 51,571 CHF | 29,438 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.92% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 128,933 | 75,000 | 52,170 CHF | 31,288 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.75% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 104,512 | 72,407 | 52,127 CHF | 37,094 CHF | 99.13% | 99.13% |
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