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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 2.37% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 126,030 CHF | 129,030 CHF | 97.73% | 97.73% |
| 15/11/2024 | 1.90% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 300,000 | 299,969 | 158,259 CHF | 161,240 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.54% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 196,624 CHF | 199,624 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 165,915 CHF | 168,915 CHF | 99.73% | 99.73% |
| 12/11/2024 | 1.28% | 0.60 CHF | 0.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 234,554 CHF | 237,554 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 313,026 CHF | 316,026 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.16% | 0.81 CHF | 0.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 258,098 CHF | 261,098 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.91% | 1.05 CHF | 1.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 327,720 CHF | 330,720 CHF | 99.67% | 99.67% |
| 06/11/2024 | 0.85% | 0.88 CHF | 0.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 357,056 CHF | 360,056 CHF | 100.00% | 100.00% |
| 05/11/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 291,529 CHF | 294,529 CHF | 99.56% | 99.56% |
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