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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 | 3.24% | 0.30 CHF | 0.31 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 27,299 CHF | 28,199 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 24,569 CHF | 25,369 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 28,838 CHF | 29,738 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 27,882 CHF | 28,782 CHF | 98.91% | 98.91% |
| 14/11/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,737 CHF | 29,737 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,518 CHF | 25,518 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.81% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,728 CHF | 26,728 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,880 CHF | 28,880 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.37% | 0.27 CHF | 0.28 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 26,289 CHF | 27,189 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 29,549 CHF | 30,449 CHF | 100.00% | 100.00% |
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