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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 | 7.60% | 0.63 CHF | 0.68 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 19,084 CHF | 20,584 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.33% | 0.69 CHF | 0.74 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 23,046 CHF | 24,546 CHF | 99.84% | 99.84% |
| 18/11/2024 | 5.36% | 0.86 CHF | 0.91 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 27,252 CHF | 28,752 CHF | 100.00% | 100.00% |
| 15/11/2024 | 5.21% | 0.96 CHF | 1.01 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 28,152 CHF | 29,652 CHF | 99.83% | 99.83% |
| 14/11/2024 | 3.55% | 1.24 CHF | 1.29 CHF | 30,000 | 30,000 | 20,476 | 20,476 | 28,490 CHF | 29,515 CHF | 98.68% | 98.68% |
| 13/11/2024 | 7.52% | 1.65 CHF | 1.70 CHF | 20,000 | 20,000 | 8,232 | 8,232 | 12,814 CHF | 13,362 CHF | 97.61% | 97.61% |
| 12/11/2024 | 2.62% | 1.83 CHF | 1.88 CHF | 20,000 | 20,000 | 19,996 | 19,996 | 38,242 CHF | 39,257 CHF | 99.85% | 99.85% |
| 11/11/2024 | 2.64% | 1.94 CHF | 1.99 CHF | 20,000 | 20,000 | 19,998 | 19,998 | 38,552 CHF | 39,582 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.82% | 1.84 CHF | 1.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 35,034 CHF | 36,034 CHF | 98.58% | 98.58% |
| 07/11/2024 | 2.81% | 1.75 CHF | 1.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 35,123 CHF | 36,123 CHF | 100.00% | 100.00% |
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