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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 | 4.72% | 0.19 CHF | 0.20 CHF | 190,000 | 190,000 | 187,159 | 187,159 | 38,713 CHF | 40,585 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.20% | 0.21 CHF | 0.22 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 37,309 CHF | 38,909 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 39,290 CHF | 40,890 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 38,631 CHF | 40,131 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 40,306 CHF | 41,906 CHF | 99.36% | 99.36% |
| 13/11/2024 | 3.90% | 0.25 CHF | 0.26 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 40,281 CHF | 41,881 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.76% | 0.25 CHF | 0.26 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 39,227 CHF | 40,731 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.29% | 0.27 CHF | 0.28 CHF | 160,000 | 160,000 | 159,980 | 159,980 | 44,016 CHF | 46,407 CHF | 99.93% | 99.93% |
| 08/11/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 160,000 | 160,000 | 157,586 | 157,586 | 40,087 CHF | 41,672 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.19% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 40,851 CHF | 43,030 CHF | 100.00% | 100.00% |
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