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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 | 0.75% | 3.03 CHF | 3.06 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,816 CHF | 66,314 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.89% | 3.01 CHF | 3.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,252 CHF | 57,764 CHF | 92.96% | 92.96% |
| 18/11/2024 | 0.89% | 3.17 CHF | 3.19 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,155 CHF | 63,723 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 3.63 CHF | 3.66 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 73,002 CHF | 36,806 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 3.79 CHF | 3.82 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 74,527 CHF | 75,088 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.81% | 3.43 CHF | 3.46 CHF | 20,000 | 20,000 | 20,000 | 19,750 | 66,615 CHF | 66,310 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.86% | 3.25 CHF | 3.29 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 75,414 CHF | 38,033 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 4.23 CHF | 4.26 CHF | 20,000 | 10,000 | 19,240 | 9,747 | 80,106 CHF | 40,873 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 3.70 CHF | 3.73 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 74,152 CHF | 37,386 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 3.87 CHF | 3.90 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 77,552 CHF | 39,087 CHF | 90.22% | 90.22% |
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