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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 | 1.90% | 0.86 CHF | 0.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,977 CHF | 17,303 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.94% | 0.83 CHF | 0.84 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,578 CHF | 16,904 CHF | 99.65% | 99.65% |
| 18/11/2024 | 2.06% | 0.82 CHF | 0.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,695 CHF | 16,021 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.12% | 0.78 CHF | 0.79 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,249 CHF | 15,574 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.09% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,436 CHF | 15,762 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.05% | 0.78 CHF | 0.79 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,634 CHF | 15,960 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.02% | 0.79 CHF | 0.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,941 CHF | 16,267 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.92% | 0.80 CHF | 0.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,689 CHF | 17,014 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.87% | 0.84 CHF | 0.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 17,181 CHF | 17,506 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.88% | 0.88 CHF | 0.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 17,175 CHF | 17,501 CHF | 100.00% | 100.00% |
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