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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 | 2.38% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,564 CHF | 42,564 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,420 CHF | 32,170 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 34,223 CHF | 34,973 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 35,855 CHF | 36,605 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,196 CHF | 36,946 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 34,425 CHF | 35,176 CHF | 98.74% | 98.74% |
| 12/11/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,337 CHF | 37,087 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,787 CHF | 40,537 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,746 CHF | 40,496 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 42,698 CHF | 43,446 CHF | 98.73% | 98.73% |
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