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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 | 4.06% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,159 CHF | 25,159 CHF | 99.38% | 99.38% |
| 19/11/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 19,150 CHF | 19,900 CHF | 99.18% | 99.18% |
| 18/11/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 20,126 CHF | 20,876 CHF | 99.29% | 99.29% |
| 15/11/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 22,087 CHF | 22,837 CHF | 99.39% | 99.39% |
| 14/11/2024 | 3.86% | 0.27 CHF | 0.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 19,105 CHF | 19,855 CHF | 99.34% | 99.34% |
| 13/11/2024 | 3.49% | 0.22 CHF | 0.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 21,477 CHF | 22,227 CHF | 99.37% | 99.37% |
| 12/11/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 26,703 CHF | 27,453 CHF | 99.09% | 99.09% |
| 11/11/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,243 CHF | 27,993 CHF | 99.30% | 99.30% |
| 08/11/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,200 CHF | 27,950 CHF | 99.39% | 99.39% |
| 07/11/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,942 CHF | 31,692 CHF | 99.28% | 99.28% |
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