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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 | 3.51% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,000 CHF | 14,500 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.64% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,500 CHF | 14,000 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.89% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,619 CHF | 13,119 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.59% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,219 CHF | 12,791 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,316 CHF | 12,816 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,613 CHF | 13,113 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,996 CHF | 13,496 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,705 CHF | 14,205 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.47% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,174 CHF | 14,674 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,172 CHF | 14,672 CHF | 100.00% | 100.00% |
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