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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 48,805 CHF | 50,305 CHF | 100.00% | 100.00% |
| 20/11/2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 51,461 CHF | 52,961 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 46,023 CHF | 47,273 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,027 CHF | 56,527 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.03% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,120 CHF | 67,120 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.57% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,078 CHF | 57,078 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 56,658 CHF | 58,658 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,166 CHF | 56,166 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.52% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,767 CHF | 57,767 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,239 CHF | 61,239 CHF | 100.00% | 100.00% |
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