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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 | 0.73% | 2.99 CHF | 3.01 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 61,261 CHF | 30,855 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 2.98 CHF | 3.01 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 58,706 CHF | 29,574 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 2.97 CHF | 2.99 CHF | 20,000 | 10,000 | 20,000 | 8,897 | 59,888 CHF | 26,804 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 3.03 CHF | 3.05 CHF | 20,000 | 10,000 | 14,531 | 8,177 | 44,623 CHF | 25,254 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.73% | 3.00 CHF | 3.02 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 60,238 CHF | 30,340 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.75% | 3.08 CHF | 3.11 CHF | 20,000 | 10,000 | 20,000 | 9,937 | 59,863 CHF | 29,962 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.73% | 3.00 CHF | 3.02 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 60,899 CHF | 30,673 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 3.13 CHF | 3.16 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 63,488 CHF | 31,964 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 3.07 CHF | 3.10 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 61,618 CHF | 31,026 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.74% | 3.00 CHF | 3.03 CHF | 20,000 | 10,000 | 20,000 | 9,740 | 60,845 CHF | 29,872 CHF | 99.06% | 99.06% |
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