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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 | 2.59% | 0.33 CHF | 0.34 CHF | 160,000 | 100,000 | 135,354 | 100,000 | 51,599 CHF | 39,264 CHF | 90.20% | 90.20% |
| 19/11/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 140,000 | 100,000 | 143,953 | 100,000 | 51,373 CHF | 36,765 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.18% | 0.38 CHF | 0.39 CHF | 140,000 | 100,000 | 138,158 | 100,000 | 51,987 CHF | 38,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 120,000 | 75,000 | 52,009 CHF | 33,256 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 119,451 | 100,000 | 52,357 CHF | 44,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.56% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 132,286 | 99,159 | 51,983 CHF | 40,022 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 117,026 | 75,000 | 52,126 CHF | 34,456 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 106,397 | 75,000 | 52,433 CHF | 37,733 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 118,220 | 75,000 | 53,043 CHF | 34,415 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.35% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 116,722 | 97,396 | 51,901 CHF | 44,636 CHF | 98.73% | 98.73% |
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