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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 | 3.13% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,526 CHF | 32,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 23,899 CHF | 24,649 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 26,368 CHF | 27,118 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.61% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,355 CHF | 29,105 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.59% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,642 CHF | 29,392 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 26,940 CHF | 27,690 CHF | 98.74% | 98.74% |
| 12/11/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,805 CHF | 29,555 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,287 CHF | 33,037 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,807 CHF | 32,557 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.14% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 35,317 CHF | 36,073 CHF | 98.73% | 98.73% |
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