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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 | 3.08% | 0.32 CHF | 0.33 CHF | 126,322 | 75,000 | 126,009 | 75,000 | 40,349 CHF | 24,768 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.46% | 0.29 CHF | 0.30 CHF | 126,701 | 75,000 | 127,351 | 75,000 | 36,227 CHF | 22,087 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.39% | 0.31 CHF | 0.32 CHF | 126,762 | 75,000 | 127,734 | 75,000 | 37,046 CHF | 22,504 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.06% | 0.29 CHF | 0.30 CHF | 128,141 | 75,000 | 126,476 | 75,000 | 40,821 CHF | 24,962 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 124,708 | 75,000 | 124,868 | 75,000 | 45,203 CHF | 27,903 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 123,944 | 75,000 | 123,193 | 74,236 | 46,996 CHF | 29,068 CHF | 73.36% | 73.36% |
| 12/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 122,616 | 75,000 | 122,740 | 75,000 | 47,693 CHF | 29,895 CHF | 63.68% | 63.68% |
| 11/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 119,816 | 75,000 | 53,607 CHF | 34,307 CHF | 89.21% | 89.21% |
| 08/11/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 119,019 | 75,000 | 52,669 CHF | 33,943 CHF | 86.56% | 86.56% |
| 07/11/2024 | 2.07% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 108,496 | 74,335 | 52,784 CHF | 36,983 CHF | 96.43% | 96.43% |
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