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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 | 2.52% | 0.40 CHF | 0.41 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 137,146 CHF | 140,646 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 139,916 CHF | 143,416 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 140,111 CHF | 143,611 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.42% | 0.40 CHF | 0.41 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 142,834 CHF | 146,334 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 148,803 CHF | 152,303 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 131,861 CHF | 134,861 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 154,575 CHF | 158,075 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 127,867 CHF | 130,867 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.21% | 0.45 CHF | 0.46 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 156,797 CHF | 160,297 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 128,057 CHF | 131,057 CHF | 100.00% | 100.00% |
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