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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 | 3.50% | 0.26 CHF | 0.27 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 185,426 CHF | 192,026 CHF | 99.42% | 99.42% |
| 19/11/2024 | 3.35% | 0.31 CHF | 0.32 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 193,670 CHF | 200,270 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.43% | 0.30 CHF | 0.31 CHF | 710,000 | 710,000 | 710,000 | 710,000 | 203,611 CHF | 210,711 CHF | 99.26% | 99.26% |
| 15/11/2024 | 3.36% | 0.28 CHF | 0.29 CHF | 720,000 | 720,000 | 720,000 | 720,000 | 210,843 CHF | 218,043 CHF | 98.67% | 98.67% |
| 14/11/2024 | 3.49% | 0.30 CHF | 0.31 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 191,620 CHF | 198,420 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.05% | 0.30 CHF | 0.31 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 210,004 CHF | 216,504 CHF | 99.08% | 99.08% |
| 12/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 640,000 | 640,000 | 640,000 | 640,000 | 211,335 CHF | 217,735 CHF | 99.81% | 99.81% |
| 11/11/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 211,229 CHF | 217,229 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.37% | 0.39 CHF | 0.40 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 241,480 CHF | 247,280 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 257,436 CHF | 263,436 CHF | 99.96% | 99.96% |
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