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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 | 8.43% | 0.28 CHF | 0.32 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 20,645 CHF | 22,445 CHF | 100.00% | 100.00% |
| 19/11/2024 | 8.93% | 0.37 CHF | 0.40 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 19,358 CHF | 21,158 CHF | 100.00% | 100.00% |
| 18/11/2024 | 7.17% | 0.44 CHF | 0.47 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 24,261 CHF | 26,061 CHF | 98.95% | 98.95% |
| 15/11/2024 | 6.73% | 0.34 CHF | 0.37 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 26,068 CHF | 27,868 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.12% | 0.60 CHF | 0.63 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 34,237 CHF | 36,037 CHF | 100.00% | 100.00% |
| 13/11/2024 | 5.17% | 0.56 CHF | 0.59 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,974 CHF | 35,774 CHF | 99.86% | 99.86% |
| 12/11/2024 | 4.01% | 0.65 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,649 CHF | 38,149 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.47% | 0.85 CHF | 0.88 CHF | 60,000 | 60,000 | 59,971 | 59,971 | 51,103 CHF | 52,903 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.19% | 0.71 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,099 CHF | 36,599 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.56% | 0.85 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,459 CHF | 42,959 CHF | 99.68% | 99.68% |
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