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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 | 0.34% | 3.48 CHF | 3.57 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 71,745 CHF | 35,995 CHF | 14.13% | 100.00% |
| 19/11/2024 | 0.35% | 3.48 CHF | 3.49 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 68,577 CHF | 34,408 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.34% | 3.46 CHF | 3.48 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 69,834 CHF | 35,035 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.44% | 3.53 CHF | 3.54 CHF | 20,000 | 10,000 | 14,531 | 8,177 | 51,859 CHF | 29,247 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 3.50 CHF | 3.51 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 70,218 CHF | 35,229 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.36% | 3.58 CHF | 3.60 CHF | 20,000 | 10,000 | 20,000 | 9,937 | 69,828 CHF | 34,815 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.33% | 3.50 CHF | 3.51 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 70,936 CHF | 35,586 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 3.64 CHF | 3.65 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 73,556 CHF | 36,896 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 3.57 CHF | 3.59 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 71,619 CHF | 35,928 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.35% | 3.50 CHF | 3.51 CHF | 20,000 | 10,000 | 20,000 | 9,740 | 70,873 CHF | 34,656 CHF | 99.06% | 99.06% |
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