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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 | 2.60% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 130,478 | 75,000 | 49,686 CHF | 29,317 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 130,000 | 75,000 | 122,115 | 75,000 | 51,256 CHF | 32,250 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130,000 | 75,000 | 125,301 | 75,000 | 51,781 CHF | 31,771 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.38% | 0.39 CHF | 0.40 CHF | 130,000 | 75,000 | 124,617 | 75,000 | 51,761 CHF | 31,957 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 118,003 | 75,000 | 52,348 CHF | 34,048 CHF | 99.52% | 99.52% |
| 13/11/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 111,866 | 74,138 | 51,940 CHF | 35,244 CHF | 98.35% | 98.35% |
| 12/11/2024 | 2.51% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 129,463 | 75,000 | 50,960 CHF | 30,282 CHF | 99.90% | 99.90% |
| 11/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 128,719 | 75,000 | 128,591 | 75,000 | 42,548 CHF | 25,565 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 128,361 | 75,000 | 128,057 | 75,000 | 44,348 CHF | 26,723 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.30% | 0.30 CHF | 0.31 CHF | 126,343 | 75,000 | 127,285 | 72,408 | 39,331 CHF | 22,984 CHF | 99.13% | 99.13% |
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