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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 | 3.71% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,526 CHF | 27,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,149 CHF | 20,899 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 22,583 CHF | 23,333 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 24,330 CHF | 25,080 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 24,547 CHF | 25,297 CHF | 99.22% | 99.22% |
| 13/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 22,985 CHF | 23,732 CHF | 98.74% | 98.74% |
| 12/11/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 25,055 CHF | 25,805 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.60% | 0.40 CHF | 0.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,495 CHF | 29,245 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,057 CHF | 28,807 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 31,343 CHF | 32,103 CHF | 98.73% | 98.73% |
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