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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 | 3.67% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 240,980 CHF | 83,327 CHF | 99.41% | 99.41% |
| 19/11/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 234,225 CHF | 81,075 CHF | 96.66% | 96.66% |
| 18/11/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 216,765 CHF | 74,755 CHF | 97.64% | 97.64% |
| 15/11/2024 | 3.11% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 237,793 CHF | 81,764 CHF | 96.48% | 96.48% |
| 14/11/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 237,338 CHF | 81,613 CHF | 99.35% | 99.35% |
| 13/11/2024 | 3.10% | 0.31 CHF | 0.32 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 238,556 CHF | 82,019 CHF | 98.78% | 98.78% |
| 12/11/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 253,855 CHF | 87,118 CHF | 99.25% | 99.25% |
| 11/11/2024 | 3.03% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 243,784 CHF | 83,761 CHF | 99.36% | 99.36% |
| 08/11/2024 | 3.31% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,073 CHF | 76,858 CHF | 99.35% | 99.35% |
| 07/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 223,875 CHF | 77,125 CHF | 98.66% | 98.66% |
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