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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 | 3.39% | 0.28 CHF | 0.29 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 52,177 CHF | 53,977 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.67% | 0.30 CHF | 0.31 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 48,339 CHF | 50,139 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 54,379 CHF | 56,179 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 53,731 CHF | 55,531 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 43,612 CHF | 45,430 CHF | 99.33% | 99.33% |
| 13/11/2024 | 5.33% | 0.17 CHF | 0.18 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 34,817 CHF | 36,717 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.34% | 0.18 CHF | 0.19 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 41,372 CHF | 43,192 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 51,657 CHF | 53,457 CHF | 99.93% | 99.93% |
| 08/11/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 52,256 CHF | 54,056 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 170,000 | 170,000 | 171,561 | 171,561 | 58,344 CHF | 60,059 CHF | 100.00% | 100.00% |
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