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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 | 7.75% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,152 CHF | 8,808 CHF | 100.00% | 100.00% |
| 19/11/2024 | 8.10% | 0.16 CHF | 0.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,779 CHF | 8,436 CHF | 99.66% | 99.66% |
| 18/11/2024 | 9.18% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,846 CHF | 7,503 CHF | 100.00% | 100.00% |
| 15/11/2024 | 9.79% | 0.14 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,399 CHF | 7,056 CHF | 100.00% | 100.00% |
| 14/11/2024 | 9.55% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,578 CHF | 7,235 CHF | 100.00% | 100.00% |
| 13/11/2024 | 9.12% | 0.14 CHF | 0.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,844 CHF | 7,501 CHF | 100.00% | 100.00% |
| 12/11/2024 | 8.79% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,158 CHF | 7,815 CHF | 100.00% | 100.00% |
| 11/11/2024 | 7.92% | 0.14 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,919 CHF | 8,576 CHF | 100.00% | 100.00% |
| 08/11/2024 | 7.44% | 0.17 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,490 CHF | 9,147 CHF | 100.00% | 100.00% |
| 07/11/2024 | 7.50% | 0.18 CHF | 0.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,449 CHF | 9,106 CHF | 100.00% | 100.00% |
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