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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 | 2.68% | 0.37 CHF | 0.38 CHF | 126,154 | 75,000 | 126,027 | 75,000 | 46,395 CHF | 28,359 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 126,716 | 75,000 | 127,116 | 75,000 | 51,405 CHF | 31,080 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.47% | 0.38 CHF | 0.39 CHF | 126,762 | 75,000 | 127,708 | 75,000 | 51,080 CHF | 30,746 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.67% | 0.40 CHF | 0.41 CHF | 127,899 | 75,000 | 126,377 | 75,000 | 46,699 CHF | 28,459 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 124,517 | 75,000 | 124,819 | 75,000 | 41,375 CHF | 25,609 CHF | 99.27% | 99.27% |
| 13/11/2024 | 3.25% | 0.33 CHF | 0.34 CHF | 124,002 | 75,000 | 123,038 | 74,437 | 38,004 CHF | 23,739 CHF | 99.40% | 99.40% |
| 12/11/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 122,360 | 75,000 | 122,170 | 75,000 | 35,890 CHF | 22,773 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 120,317 | 75,000 | 119,928 | 75,000 | 29,664 CHF | 19,301 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.85% | 0.27 CHF | 0.28 CHF | 119,906 | 75,000 | 119,211 | 75,000 | 30,401 CHF | 19,875 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.77% | 0.23 CHF | 0.24 CHF | 118,441 | 75,000 | 117,812 | 73,704 | 24,827 CHF | 16,251 CHF | 99.23% | 99.23% |
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