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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 | 3.89% | 0.27 CHF | 0.28 CHF | 135,647 | 75,000 | 135,088 | 75,000 | 34,150 CHF | 19,708 CHF | 94.79% | 94.79% |
| 19/11/2024 | 3.54% | 0.27 CHF | 0.28 CHF | 135,333 | 75,000 | 135,759 | 75,000 | 37,726 CHF | 21,589 CHF | 100.00% | 100.00% |
| 18/11/2024 | 6.11% | 0.24 CHF | 0.25 CHF | 134,707 | 75,000 | 73,801 | 51,451 | 17,746 CHF | 12,934 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.20% | 0.22 CHF | 0.23 CHF | 134,311 | 75,000 | 134,807 | 75,000 | 31,516 CHF | 18,280 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 135,381 | 75,000 | 136,014 | 75,000 | 35,506 CHF | 20,323 CHF | 83.69% | 83.69% |
| 13/11/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 136,089 | 75,000 | 135,727 | 74,112 | 37,652 CHF | 21,299 CHF | 94.16% | 94.16% |
| 12/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 135,885 | 75,000 | 135,769 | 75,000 | 38,995 CHF | 22,290 CHF | 84.37% | 84.37% |
| 11/11/2024 | 5.01% | 0.22 CHF | 0.23 CHF | 132,890 | 75,000 | 131,716 | 75,000 | 25,689 CHF | 15,375 CHF | 94.79% | 94.79% |
| 08/11/2024 | 3.97% | 0.22 CHF | 0.23 CHF | 132,048 | 75,000 | 132,847 | 75,000 | 32,908 CHF | 19,326 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.00% | 0.26 CHF | 0.27 CHF | 133,068 | 75,000 | 133,657 | 72,251 | 34,065 CHF | 19,085 CHF | 93.52% | 93.52% |
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