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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 38,141 CHF | 39,891 CHF | 100.00% | 100.00% |
| 22/11/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 40,134 CHF | 41,884 CHF | 98.46% | 98.46% |
| 20/11/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 34,920 CHF | 36,420 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 35,883 CHF | 37,383 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 37,289 CHF | 38,789 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.76% | 0.26 CHF | 0.27 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 32,615 CHF | 33,865 CHF | 98.88% | 98.88% |
| 14/11/2024 | 3.56% | 0.28 CHF | 0.29 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 34,520 CHF | 35,770 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.69% | 0.27 CHF | 0.28 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 33,268 CHF | 34,518 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.69% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 39,892 CHF | 41,392 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 42,583 CHF | 44,333 CHF | 100.00% | 100.00% |
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