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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 | 2.40% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 126,192 | 100,000 | 51,880 CHF | 42,230 CHF | 90.21% | 90.21% |
| 19/11/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 100,000 | 120,314 | 100,000 | 52,641 CHF | 44,809 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 122,303 | 100,000 | 51,248 CHF | 42,965 CHF | 99.38% | 99.38% |
| 15/11/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 140,000 | 75,000 | 140,514 | 75,000 | 51,693 CHF | 28,347 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.72% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 142,720 | 100,000 | 51,776 CHF | 37,346 CHF | 99.22% | 99.22% |
| 13/11/2024 | 2.47% | 0.37 CHF | 0.38 CHF | 140,000 | 100,000 | 127,375 | 99,159 | 51,929 CHF | 41,484 CHF | 99.36% | 99.36% |
| 12/11/2024 | 2.79% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 146,699 | 75,000 | 51,774 CHF | 27,335 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.07% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 166,673 | 75,000 | 51,873 CHF | 24,325 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.75% | 0.36 CHF | 0.37 CHF | 140,000 | 75,000 | 142,602 | 75,000 | 51,190 CHF | 27,686 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150,000 | 100,000 | 144,389 | 97,396 | 51,766 CHF | 35,979 CHF | 98.73% | 98.73% |
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