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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 9.56% | 0.12 CHF | 0.13 CHF | 167,670 | 75,000 | 168,302 | 75,000 | 18,280 CHF | 8,962 CHF | 100.00% | 100.00% |
| 15/11/2024 | 6.38% | 0.13 CHF | 0.14 CHF | 167,011 | 75,000 | 165,137 | 75,000 | 27,408 CHF | 13,266 CHF | 100.00% | 100.00% |
| 14/11/2024 | 6.43% | 0.18 CHF | 0.19 CHF | 164,510 | 75,000 | 165,220 | 75,000 | 27,613 CHF | 13,368 CHF | 99.52% | 99.52% |
| 13/11/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 161,876 | 75,000 | 160,791 | 74,442 | 35,864 CHF | 17,415 CHF | 99.32% | 99.32% |
| 12/11/2024 | 4.13% | 0.25 CHF | 0.26 CHF | 158,900 | 75,000 | 158,251 | 75,000 | 41,690 CHF | 20,593 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.35% | 0.30 CHF | 0.31 CHF | 156,048 | 75,000 | 155,148 | 75,000 | 48,369 CHF | 24,183 CHF | 20.67% | 20.67% |
| 08/11/2024 | 3.21% | 0.34 CHF | 0.35 CHF | 152,959 | 75,000 | 151,692 | 75,000 | 50,721 CHF | 25,900 CHF | 9.70% | 9.70% |
| 07/11/2024 | 3.09% | 0.39 CHF | 0.41 CHF | 130,000 | 75,000 | 120,288 | 72,408 | 52,168 CHF | 32,393 CHF | 99.13% | 99.13% |
| 06/11/2024 | 2.32% | 0.60 CHF | 0.61 CHF | 90,000 | 75,000 | 80,223 | 65,866 | 53,747 CHF | 45,135 CHF | 100.00% | 100.00% |
| 05/11/2024 | 2.09% | 0.56 CHF | 0.57 CHF | 90,000 | 75,000 | 98,944 | 75,000 | 52,986 CHF | 41,048 CHF | 100.00% | 100.00% |
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