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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 | 4.07% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 16,880 CHF | 17,580 CHF | 99.48% | 99.48% |
| 19/11/2024 | 4.44% | 0.23 CHF | 0.24 CHF | 70,000 | 70,000 | 70,658 | 70,658 | 15,637 CHF | 16,344 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.86% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,810 CHF | 18,510 CHF | 99.89% | 99.89% |
| 15/11/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 16,767 CHF | 17,467 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.12% | 0.22 CHF | 0.23 CHF | 70,000 | 70,000 | 73,267 | 73,267 | 13,987 CHF | 14,720 CHF | 98.53% | 98.53% |
| 13/11/2024 | 5.16% | 0.17 CHF | 0.18 CHF | 75,000 | 75,000 | 72,830 | 72,830 | 13,848 CHF | 14,577 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.00% | 0.22 CHF | 0.23 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,173 CHF | 17,873 CHF | 99.88% | 99.88% |
| 11/11/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 19,044 CHF | 19,744 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.99% | 0.24 CHF | 0.25 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 17,233 CHF | 17,933 CHF | 99.04% | 99.04% |
| 07/11/2024 | 3.43% | 0.26 CHF | 0.27 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 20,099 CHF | 20,799 CHF | 100.00% | 100.00% |
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