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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 | 3.79% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 31,077 CHF | 32,277 CHF | 99.47% | 99.47% |
| 19/11/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 27,155 CHF | 28,355 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.97% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 29,656 CHF | 30,856 CHF | 99.89% | 99.89% |
| 15/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 28,748 CHF | 29,948 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.37% | 0.25 CHF | 0.26 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 26,968 CHF | 28,168 CHF | 98.68% | 98.68% |
| 13/11/2024 | 4.26% | 0.20 CHF | 0.21 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 27,761 CHF | 28,961 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.61% | 0.25 CHF | 0.26 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 32,672 CHF | 33,872 CHF | 99.88% | 99.88% |
| 11/11/2024 | 3.38% | 0.31 CHF | 0.32 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 34,897 CHF | 36,097 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 34,437 CHF | 35,637 CHF | 99.04% | 99.04% |
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