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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 | 0.69% | 10.07 CHF | 10.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 102,301 CHF | 103,011 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 9.80 CHF | 9.87 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 99,640 CHF | 100,383 CHF | 93.14% | 93.14% |
| 18/11/2024 | 0.72% | 9.65 CHF | 9.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 186,292 CHF | 187,634 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.75% | 8.67 CHF | 8.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 170,832 CHF | 172,118 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 8.43 CHF | 8.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 159,795 CHF | 161,032 CHF | 99.57% | 99.57% |
| 13/11/2024 | 0.75% | 8.34 CHF | 8.40 CHF | 20,000 | 20,000 | 19,777 | 19,747 | 163,854 CHF | 164,832 CHF | 99.31% | 99.31% |
| 12/11/2024 | 0.79% | 8.06 CHF | 8.13 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 84,918 CHF | 85,589 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.70% | 8.98 CHF | 9.04 CHF | 20,000 | 20,000 | 16,502 | 16,502 | 150,998 CHF | 152,010 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 7.69 CHF | 7.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 153,972 CHF | 155,202 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.67% | 8.12 CHF | 8.16 CHF | 20,000 | 20,000 | 14,966 | 14,966 | 122,263 CHF | 123,027 CHF | 88.62% | 88.62% |
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