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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 | 1.46% | 3.95 CHF | 4.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 61,412 CHF | 62,312 CHF | 99.45% | 99.45% |
| 19/11/2024 | 1.55% | 4.20 CHF | 4.26 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 57,609 CHF | 58,509 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.84% | 3.64 CHF | 3.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 48,578 CHF | 49,478 CHF | 99.28% | 99.28% |
| 15/11/2024 | 2.06% | 2.93 CHF | 2.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,313 CHF | 44,213 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.51% | 2.36 CHF | 2.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,447 CHF | 36,347 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.21% | 2.58 CHF | 2.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 40,271 CHF | 41,171 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.04% | 2.64 CHF | 2.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,816 CHF | 44,716 CHF | 99.82% | 99.82% |
| 11/11/2024 | 1.75% | 3.32 CHF | 3.38 CHF | 15,000 | 15,000 | 15,000 | 14,999 | 51,110 CHF | 52,006 CHF | 99.76% | 99.76% |
| 08/11/2024 | 1.63% | 3.45 CHF | 3.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 54,929 CHF | 55,829 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.43% | 4.17 CHF | 4.23 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 62,573 CHF | 63,473 CHF | 99.96% | 99.96% |
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