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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 | 3.53% | 1.86 CHF | 1.84 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 52,681 CHF | 18,191 CHF | 14.13% | 100.00% |
| 19/11/2024 | 3.26% | 1.59 CHF | 1.64 CHF | 40,000 | 10,000 | 40,000 | 10,000 | 61,237 CHF | 15,816 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.83% | 1.60 CHF | 1.65 CHF | 40,000 | 10,000 | 40,000 | 9,449 | 63,383 CHF | 15,544 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.15% | 1.61 CHF | 1.66 CHF | 40,000 | 10,000 | 39,171 | 10,000 | 64,079 CHF | 16,889 CHF | 94.51% | 94.51% |
| 14/11/2024 | 3.00% | 1.69 CHF | 1.74 CHF | 30,000 | 10,000 | 30,797 | 10,000 | 52,068 CHF | 17,434 CHF | 99.22% | 99.22% |
| 13/11/2024 | 3.30% | 1.58 CHF | 1.63 CHF | 40,000 | 10,000 | 40,000 | 9,971 | 62,140 CHF | 16,009 CHF | 99.36% | 99.36% |
| 12/11/2024 | 3.15% | 1.54 CHF | 1.59 CHF | 40,000 | 10,000 | 37,028 | 10,000 | 60,551 CHF | 16,906 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.03% | 1.70 CHF | 1.75 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 51,466 CHF | 17,683 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.92% | 1.71 CHF | 1.77 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 51,932 CHF | 17,824 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.17% | 1.77 CHF | 1.84 CHF | 30,000 | 10,000 | 30,000 | 9,870 | 52,867 CHF | 17,955 CHF | 98.73% | 98.73% |
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