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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 | 2.20% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 33,721 CHF | 34,471 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,280 CHF | 2,330 CHF | 99.90% | 99.90% |
| 18/11/2024 | 2.26% | 0.47 CHF | 0.48 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,188 CHF | 2,238 CHF | 99.92% | 99.92% |
| 15/11/2024 | 1.76% | 0.52 CHF | 0.53 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,828 CHF | 2,878 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,173 CHF | 3,223 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,293 CHF | 2,343 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,523 CHF | 2,573 CHF | 99.68% | 99.68% |
| 11/11/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,439 CHF | 2,489 CHF | 99.90% | 99.90% |
| 08/11/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,239 CHF | 2,289 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,207 CHF | 2,257 CHF | 99.91% | 99.91% |
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