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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 | 4.75% | 0.86 CHF | 0.90 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,334 CHF | 51,734 CHF | 100.00% | 100.00% |
| 19/11/2024 | 4.19% | 0.91 CHF | 0.95 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 56,163 CHF | 58,563 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.34% | 0.88 CHF | 0.92 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 54,096 CHF | 56,496 CHF | 98.99% | 98.99% |
| 15/11/2024 | 4.69% | 0.89 CHF | 0.93 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,945 CHF | 52,345 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.90% | 0.77 CHF | 0.81 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 47,849 CHF | 50,249 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.72% | 0.83 CHF | 0.87 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 49,621 CHF | 52,021 CHF | 99.87% | 99.87% |
| 12/11/2024 | 5.53% | 0.73 CHF | 0.77 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 42,170 CHF | 44,570 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.43% | 0.71 CHF | 0.75 CHF | 60,000 | 60,000 | 59,973 | 59,973 | 43,021 CHF | 45,421 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.94% | 0.78 CHF | 0.82 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 47,375 CHF | 49,775 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.83% | 0.80 CHF | 0.84 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 48,496 CHF | 50,896 CHF | 99.67% | 99.67% |
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