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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 | 6.28% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,111 CHF | 10,768 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.08% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,458 CHF | 11,114 CHF | 99.93% | 99.93% |
| 18/11/2024 | 5.54% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,494 CHF | 12,151 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.59% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,046 CHF | 12,612 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.51% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,860 CHF | 12,407 CHF | 100.00% | 100.00% |
| 13/11/2024 | 5.55% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,520 CHF | 12,177 CHF | 100.00% | 100.00% |
| 12/11/2024 | 5.69% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,184 CHF | 11,841 CHF | 100.00% | 100.00% |
| 11/11/2024 | 6.14% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,422 CHF | 11,079 CHF | 100.00% | 100.00% |
| 08/11/2024 | 6.51% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,754 CHF | 10,411 CHF | 100.00% | 100.00% |
| 07/11/2024 | 6.44% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,835 CHF | 10,492 CHF | 100.00% | 100.00% |
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