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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 | 2.22% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 116,999 | 100,000 | 52,040 CHF | 45,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 117,610 | 75,000 | 52,706 CHF | 34,399 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 109,958 | 75,000 | 52,952 CHF | 36,868 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 100,801 | 75,000 | 51,198 CHF | 38,855 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 102,208 | 75,000 | 52,267 CHF | 39,142 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 106,602 | 74,446 | 52,375 CHF | 37,368 CHF | 98.74% | 98.74% |
| 12/11/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 101,594 | 75,000 | 52,188 CHF | 39,305 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 90,000 | 75,000 | 95,429 | 75,000 | 53,370 CHF | 42,745 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100,000 | 75,000 | 94,526 | 75,000 | 52,320 CHF | 42,307 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 89,222 | 73,699 | 54,030 CHF | 45,369 CHF | 98.73% | 98.73% |
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