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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 | 7.46% | 0.12 CHF | 0.13 CHF | 135,812 | 75,000 | 135,897 | 75,000 | 17,644 CHF | 10,486 CHF | 29.29% | 100.00% |
| 19/11/2024 | 5.24% | 0.20 CHF | 0.21 CHF | 138,663 | 75,000 | 134,302 | 73,453 | 26,540 CHF | 15,214 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.87% | 0.19 CHF | 0.20 CHF | 138,359 | 75,000 | 137,768 | 75,000 | 23,301 CHF | 13,422 CHF | 75.95% | 100.00% |
| 15/11/2024 | 6.17% | 0.12 CHF | 0.13 CHF | 135,880 | 75,000 | 137,648 | 75,000 | 22,082 CHF | 12,769 CHF | 66.19% | 100.00% |
| 14/11/2024 | 5.39% | 0.17 CHF | 0.18 CHF | 138,241 | 75,000 | 138,730 | 75,000 | 25,287 CHF | 14,413 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 141,927 | 75,000 | 141,960 | 74,146 | 39,308 CHF | 21,279 CHF | 99.32% | 99.32% |
| 12/11/2024 | 4.49% | 0.28 CHF | 0.29 CHF | 141,727 | 75,000 | 139,145 | 75,000 | 30,416 CHF | 17,140 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.05% | 0.18 CHF | 0.19 CHF | 137,033 | 75,000 | 137,693 | 75,000 | 26,632 CHF | 15,255 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.40% | 0.23 CHF | 0.24 CHF | 138,220 | 75,000 | 137,809 | 75,000 | 30,627 CHF | 17,418 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 136,576 | 75,000 | 136,902 | 72,406 | 26,146 CHF | 14,441 CHF | 99.12% | 99.12% |
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