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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 | 4.88% | 0.15 CHF | 0.16 CHF | 176,354 | 100,000 | 174,518 | 100,000 | 35,347 CHF | 21,264 CHF | 90.21% | 90.21% |
| 19/11/2024 | 5.52% | 0.18 CHF | 0.19 CHF | 174,534 | 100,000 | 174,952 | 100,000 | 31,074 CHF | 18,765 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.93% | 0.20 CHF | 0.21 CHF | 175,019 | 100,000 | 175,121 | 100,000 | 34,829 CHF | 20,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 3.87% | 0.24 CHF | 0.25 CHF | 173,893 | 75,000 | 173,568 | 75,000 | 43,980 CHF | 19,756 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.81% | 0.28 CHF | 0.29 CHF | 172,771 | 100,000 | 173,620 | 100,000 | 44,923 CHF | 26,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 4.70% | 0.25 CHF | 0.26 CHF | 172,905 | 100,000 | 173,933 | 99,159 | 37,120 CHF | 22,175 CHF | 99.36% | 99.36% |
| 12/11/2024 | 3.71% | 0.20 CHF | 0.21 CHF | 174,210 | 75,000 | 171,890 | 75,000 | 45,950 CHF | 20,808 CHF | 91.91% | 91.91% |
| 11/11/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 170,000 | 75,000 | 166,025 | 75,000 | 52,217 CHF | 24,354 CHF | 50.53% | 50.53% |
| 08/11/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 170,206 | 75,000 | 170,120 | 75,000 | 45,737 CHF | 20,915 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.02% | 0.28 CHF | 0.29 CHF | 169,661 | 100,000 | 170,811 | 97,100 | 44,996 CHF | 26,748 CHF | 88.67% | 88.67% |
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