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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 | 2.36% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 123,725 | 75,000 | 51,890 CHF | 32,252 CHF | 89.29% | 89.29% |
| 19/11/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 138,274 | 75,000 | 134,295 | 73,453 | 43,643 CHF | 24,661 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.70% | 0.34 CHF | 0.35 CHF | 138,451 | 75,000 | 132,103 | 75,000 | 48,425 CHF | 28,441 CHF | 70.40% | 70.40% |
| 15/11/2024 | 2.60% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 132,681 | 75,000 | 50,515 CHF | 29,408 CHF | 89.68% | 89.68% |
| 14/11/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 137,986 | 75,000 | 138,728 | 75,000 | 47,536 CHF | 26,457 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 142,156 | 75,000 | 141,962 | 74,146 | 35,343 CHF | 19,201 CHF | 99.32% | 99.32% |
| 12/11/2024 | 3.20% | 0.25 CHF | 0.26 CHF | 141,654 | 75,000 | 139,132 | 75,000 | 42,886 CHF | 23,872 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.95% | 0.35 CHF | 0.36 CHF | 137,285 | 75,000 | 137,673 | 75,000 | 46,049 CHF | 25,837 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 138,166 | 75,000 | 137,787 | 75,000 | 42,144 CHF | 23,691 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 136,570 | 75,000 | 136,907 | 72,406 | 46,249 CHF | 25,306 CHF | 99.12% | 99.12% |
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