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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 | 4.82% | 0.18 CHF | 0.19 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 50,752 CHF | 15,976 CHF | 99.37% | 99.37% |
| 19/11/2024 | 5.65% | 0.17 CHF | 0.18 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 43,015 CHF | 13,654 CHF | 99.38% | 99.38% |
| 18/11/2024 | 5.66% | 0.18 CHF | 0.19 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 42,933 CHF | 13,630 CHF | 97.58% | 97.58% |
| 15/11/2024 | 4.99% | 0.17 CHF | 0.18 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 49,086 CHF | 15,476 CHF | 99.38% | 99.38% |
| 14/11/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 56,386 CHF | 17,666 CHF | 99.37% | 99.37% |
| 13/11/2024 | 4.22% | 0.22 CHF | 0.23 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 57,997 CHF | 18,149 CHF | 96.23% | 96.23% |
| 12/11/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 61,552 CHF | 19,216 CHF | 96.80% | 96.80% |
| 11/11/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 66,108 CHF | 20,582 CHF | 99.38% | 99.38% |
| 08/11/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 65,283 CHF | 20,335 CHF | 90.77% | 90.77% |
| 07/11/2024 | 3.72% | 0.26 CHF | 0.27 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 66,066 CHF | 20,570 CHF | 98.70% | 98.70% |
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