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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 | 5.20% | 0.22 CHF | 0.23 CHF | 203,470 | 50,000 | 202,269 | 50,000 | 38,907 CHF | 10,123 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.58% | 0.22 CHF | 0.23 CHF | 202,735 | 50,000 | 203,102 | 50,000 | 46,926 CHF | 12,094 CHF | 91.27% | 91.27% |
| 18/11/2024 | 5.23% | 0.19 CHF | 0.20 CHF | 202,584 | 50,000 | 203,162 | 50,000 | 40,750 CHF | 10,567 CHF | 100.00% | 100.00% |
| 15/11/2024 | 5.08% | 0.26 CHF | 0.27 CHF | 200,000 | 50,000 | 203,127 | 50,000 | 43,967 CHF | 11,385 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.86% | 0.18 CHF | 0.19 CHF | 202,394 | 50,000 | 202,743 | 50,000 | 37,015 CHF | 9,677 CHF | 99.52% | 99.52% |
| 13/11/2024 | 5.41% | 0.21 CHF | 0.22 CHF | 202,847 | 50,000 | 201,726 | 49,700 | 38,999 CHF | 10,133 CHF | 98.35% | 98.35% |
| 12/11/2024 | 8.05% | 0.16 CHF | 0.17 CHF | 199,886 | 50,000 | 198,872 | 50,000 | 26,897 CHF | 7,320 CHF | 99.93% | 99.93% |
| 11/11/2024 | 12.14% | 0.08 CHF | 0.10 CHF | 196,231 | 50,000 | 196,201 | 50,000 | 16,858 CHF | 4,850 CHF | 100.00% | 100.00% |
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