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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 | 2.70% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,564 CHF | 37,564 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,670 CHF | 28,420 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,118 CHF | 30,868 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,105 CHF | 32,855 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,392 CHF | 33,142 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 30,665 CHF | 31,416 CHF | 98.74% | 98.74% |
| 12/11/2024 | 2.28% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 32,587 CHF | 33,337 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,037 CHF | 36,787 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 35,996 CHF | 36,746 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.95% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 39,002 CHF | 39,761 CHF | 98.73% | 98.73% |
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