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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 | 2.01% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 106,304 | 75,000 | 52,215 CHF | 37,618 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,987 CHF | 40,490 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100,000 | 75,000 | 100,000 | 75,000 | 52,337 CHF | 40,003 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.01% | 0.53 CHF | 0.54 CHF | 100,000 | 75,000 | 106,498 | 75,000 | 52,465 CHF | 37,733 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 115,813 | 75,000 | 52,611 CHF | 34,849 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120,000 | 75,000 | 119,661 | 74,437 | 51,783 CHF | 32,967 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 120,580 | 75,000 | 50,332 CHF | 32,062 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 120,303 | 75,000 | 119,915 | 75,000 | 44,464 CHF | 28,559 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 120,099 | 75,000 | 119,192 | 75,000 | 44,957 CHF | 29,037 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.04% | 0.36 CHF | 0.37 CHF | 118,306 | 75,000 | 117,797 | 73,746 | 39,241 CHF | 25,286 CHF | 99.05% | 99.05% |
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