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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 | 2.10% | 0.43 CHF | 0.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 70,944 CHF | 72,444 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 58,525 CHF | 60,025 CHF | 99.92% | 99.92% |
| 18/11/2024 | 1.93% | 0.49 CHF | 0.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,453 CHF | 39,203 CHF | 99.92% | 99.92% |
| 15/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 41,094 CHF | 41,844 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.20% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 34,032 CHF | 34,782 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 26,288 CHF | 27,038 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.80% | 0.28 CHF | 0.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 26,680 CHF | 27,430 CHF | 99.70% | 99.70% |
| 11/11/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 41,940 CHF | 42,690 CHF | 99.85% | 99.85% |
| 08/11/2024 | 1.68% | 0.54 CHF | 0.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 44,565 CHF | 45,315 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,285 CHF | 65,035 CHF | 99.91% | 99.91% |
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