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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 2.35% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 129,775 | 129,775 | 54,705 CHF | 56,002 CHF | 100.00% | 100.00% |
| 20/11/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 130,000 | 130,000 | 127,159 | 127,159 | 59,756 CHF | 61,028 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 120,000 | 120,000 | 114,802 | 114,802 | 58,747 CHF | 59,895 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 58,066 CHF | 59,166 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 59,824 CHF | 60,924 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 58,735 CHF | 59,835 CHF | 99.36% | 99.36% |
| 13/11/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 58,320 CHF | 59,420 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 59,793 CHF | 60,900 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.51% | 0.55 CHF | 0.57 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 61,287 CHF | 63,474 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 58,530 CHF | 59,643 CHF | 100.00% | 100.00% |
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