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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 | 3.53% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 84,895 CHF | 87,895 CHF | 98.77% | 98.77% |
| 15/11/2024 | 2.53% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 119,641 CHF | 122,641 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.91% | 0.67 CHF | 0.68 CHF | 300,000 | 300,000 | 299,997 | 300,000 | 160,103 CHF | 163,105 CHF | 98.27% | 98.27% |
| 13/11/2024 | 2.39% | 0.45 CHF | 0.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 125,635 CHF | 128,635 CHF | 99.60% | 99.60% |
| 12/11/2024 | 1.52% | 0.47 CHF | 0.48 CHF | 300,000 | 300,000 | 300,000 | 299,997 | 197,828 CHF | 200,826 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.07% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 279,234 CHF | 282,234 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 217,146 CHF | 220,146 CHF | 84.82% | 84.82% |
| 07/11/2024 | 1.01% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 295,768 CHF | 298,768 CHF | 100.00% | 100.00% |
| 06/11/2024 | 0.95% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 323,666 CHF | 326,666 CHF | 100.00% | 100.00% |
| 05/11/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 254,349 CHF | 257,349 CHF | 100.00% | 100.00% |
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