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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 | 2.79% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 42,449 CHF | 43,649 CHF | 99.48% | 99.48% |
| 19/11/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 38,345 CHF | 39,545 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,960 CHF | 42,160 CHF | 99.89% | 99.89% |
| 15/11/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 40,021 CHF | 41,221 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.09% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 38,323 CHF | 39,523 CHF | 98.67% | 98.67% |
| 13/11/2024 | 3.04% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 39,008 CHF | 40,208 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 44,194 CHF | 45,394 CHF | 99.88% | 99.88% |
| 11/11/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 46,261 CHF | 47,461 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 45,812 CHF | 47,012 CHF | 99.04% | 99.04% |
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