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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 3.09% | 0.33 CHF | 0.34 CHF | 130,819 | 75,000 | 131,429 | 75,000 | 41,904 CHF | 24,664 CHF | 100.00% | 100.00% |
| 22/11/2024 | 3.56% | 0.29 CHF | 0.30 CHF | 133,233 | 75,000 | 133,306 | 75,000 | 36,855 CHF | 21,487 CHF | 100.00% | 100.00% |
| 20/11/2024 | 3.25% | 0.27 CHF | 0.28 CHF | 132,942 | 75,000 | 131,437 | 75,000 | 39,891 CHF | 23,517 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.65% | 0.29 CHF | 0.30 CHF | 131,853 | 75,000 | 132,601 | 75,000 | 35,707 CHF | 20,948 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.57% | 0.28 CHF | 0.29 CHF | 132,773 | 75,000 | 132,903 | 75,000 | 36,586 CHF | 21,399 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.63% | 0.29 CHF | 0.30 CHF | 132,438 | 75,000 | 133,294 | 75,000 | 36,237 CHF | 21,146 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 133,962 | 75,000 | 134,575 | 75,000 | 33,103 CHF | 19,202 CHF | 99.52% | 99.52% |
| 13/11/2024 | 4.45% | 0.20 CHF | 0.21 CHF | 135,760 | 75,000 | 134,475 | 74,138 | 30,172 CHF | 17,401 CHF | 98.35% | 98.35% |
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