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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 | 1.00% | 11.79 CHF | 11.91 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 123,657 CHF | 62,447 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.25% | 10.10 CHF | 10.22 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 98,121 CHF | 49,678 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.22% | 10.45 CHF | 10.57 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 101,334 CHF | 51,290 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.20% | 10.34 CHF | 10.47 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 107,368 CHF | 54,334 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.26% | 11.15 CHF | 11.29 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 112,808 CHF | 57,118 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.18% | 11.75 CHF | 11.89 CHF | 10,000 | 5,000 | 10,000 | 4,944 | 119,316 CHF | 59,688 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.31% | 11.95 CHF | 12.12 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 135,275 CHF | 68,529 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 14.95 CHF | 15.10 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 149,847 CHF | 75,717 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.21% | 13.58 CHF | 13.74 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 131,806 CHF | 66,703 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 13.45 CHF | 13.59 CHF | 10,000 | 5,000 | 10,000 | 4,870 | 135,182 CHF | 66,658 CHF | 99.13% | 99.13% |
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