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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 | 4.61% | 0.21 CHF | 0.22 CHF | 1,000,000 | 400,000 | 921,554 | 321,554 | 195,551 CHF | 71,278 CHF | 97.04% | 97.04% |
| 19/11/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 198,085 CHF | 69,028 CHF | 96.18% | 96.18% |
| 18/11/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 206,621 CHF | 71,874 CHF | 92.67% | 92.67% |
| 15/11/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 215,709 CHF | 74,903 CHF | 93.19% | 93.19% |
| 14/11/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 208,745 CHF | 72,582 CHF | 98.80% | 98.80% |
| 13/11/2024 | 4.68% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 901,172 | 301,172 | 188,250 CHF | 65,918 CHF | 94.95% | 94.95% |
| 12/11/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 202,609 CHF | 70,536 CHF | 98.91% | 98.91% |
| 11/11/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 219,873 CHF | 76,291 CHF | 92.92% | 92.92% |
| 08/11/2024 | 4.04% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 218,487 CHF | 75,829 CHF | 97.07% | 97.07% |
| 07/11/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 225,645 CHF | 78,215 CHF | 98.64% | 98.64% |
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