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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 | 3.98% | 0.24 CHF | 0.25 CHF | 126,248 | 75,000 | 126,026 | 75,000 | 31,063 CHF | 19,238 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.67% | 0.22 CHF | 0.23 CHF | 126,784 | 75,000 | 127,365 | 75,000 | 26,717 CHF | 16,485 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.52% | 0.23 CHF | 0.24 CHF | 127,151 | 75,000 | 127,680 | 75,000 | 27,656 CHF | 16,998 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.94% | 0.22 CHF | 0.23 CHF | 127,899 | 75,000 | 126,349 | 75,000 | 31,554 CHF | 19,485 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 124,796 | 75,000 | 124,806 | 75,000 | 35,961 CHF | 22,362 CHF | 99.27% | 99.27% |
| 13/11/2024 | 3.18% | 0.29 CHF | 0.30 CHF | 124,002 | 75,000 | 123,037 | 74,437 | 38,277 CHF | 23,910 CHF | 99.40% | 99.40% |
| 12/11/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 122,417 | 75,000 | 122,181 | 75,000 | 39,882 CHF | 25,241 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 120,317 | 75,000 | 119,952 | 75,000 | 44,976 CHF | 28,872 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 120,167 | 75,000 | 119,192 | 75,000 | 44,223 CHF | 28,579 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 118,562 | 75,000 | 117,869 | 73,503 | 48,577 CHF | 31,084 CHF | 85.91% | 85.91% |
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