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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 | 0.32% | 3.30 CHF | 3.39 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 68,124 CHF | 34,173 CHF | 14.13% | 100.00% |
| 19/11/2024 | 0.37% | 3.30 CHF | 3.31 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 64,939 CHF | 32,588 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.36% | 3.28 CHF | 3.29 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 66,198 CHF | 33,217 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.48% | 3.35 CHF | 3.36 CHF | 20,000 | 10,000 | 14,531 | 8,177 | 49,227 CHF | 27,768 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 3.32 CHF | 3.33 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 66,569 CHF | 33,409 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.37% | 3.40 CHF | 3.41 CHF | 20,000 | 10,000 | 20,000 | 9,937 | 66,185 CHF | 33,002 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.39% | 3.32 CHF | 3.33 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 67,291 CHF | 33,776 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 3.45 CHF | 3.47 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 69,923 CHF | 35,078 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.35% | 3.39 CHF | 3.40 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 67,997 CHF | 34,117 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.38% | 3.32 CHF | 3.33 CHF | 20,000 | 10,000 | 20,000 | 9,740 | 67,231 CHF | 32,886 CHF | 99.06% | 99.06% |
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