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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 | 4.64% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,130 CHF | 22,130 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 16,068 CHF | 16,818 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 18,833 CHF | 19,583 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,580 CHF | 21,330 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.55% | 0.29 CHF | 0.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,797 CHF | 21,547 CHF | 99.22% | 99.22% |
| 13/11/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 19,261 CHF | 20,010 CHF | 98.74% | 98.74% |
| 12/11/2024 | 3.52% | 0.26 CHF | 0.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,976 CHF | 21,726 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.99% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 24,745 CHF | 25,495 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 24,287 CHF | 25,037 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 27,658 CHF | 28,410 CHF | 98.73% | 98.73% |
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