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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 | 3.03% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 140,019 | 140,019 | 45,595 CHF | 46,995 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 130,000 | 130,000 | 124,798 | 124,798 | 45,034 CHF | 46,282 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.63% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 48,857 CHF | 50,157 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 46,814 CHF | 48,014 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.59% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 126,797 | 126,797 | 48,358 CHF | 49,626 CHF | 99.36% | 99.36% |
| 13/11/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 125,682 | 125,682 | 47,652 CHF | 48,909 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 47,007 CHF | 48,210 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.59% | 0.40 CHF | 0.42 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 48,999 CHF | 50,792 CHF | 99.93% | 99.93% |
| 08/11/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 45,741 CHF | 46,948 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.53% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 48,465 CHF | 50,208 CHF | 100.00% | 100.00% |
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