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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 | 1.49% | 3.86 CHF | 3.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 60,008 CHF | 60,908 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.59% | 4.10 CHF | 4.16 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 56,204 CHF | 57,104 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.90% | 3.54 CHF | 3.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 47,173 CHF | 48,073 CHF | 99.30% | 99.30% |
| 15/11/2024 | 2.13% | 2.83 CHF | 2.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,905 CHF | 42,805 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.61% | 2.27 CHF | 2.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,036 CHF | 34,936 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.29% | 2.49 CHF | 2.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 38,877 CHF | 39,777 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.10% | 2.54 CHF | 2.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,418 CHF | 43,318 CHF | 99.82% | 99.82% |
| 11/11/2024 | 1.80% | 3.22 CHF | 3.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 49,707 CHF | 50,607 CHF | 99.78% | 99.78% |
| 08/11/2024 | 1.67% | 3.36 CHF | 3.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,545 CHF | 54,445 CHF | 99.11% | 99.11% |
| 07/11/2024 | 1.46% | 4.08 CHF | 4.14 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 61,181 CHF | 62,081 CHF | 99.96% | 99.96% |
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