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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 | 1.66% | 5.51 CHF | 5.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,120 CHF | 58,074 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.72% | 5.16 CHF | 5.26 CHF | 10,000 | 10,000 | 10,305 | 10,000 | 55,272 CHF | 54,696 CHF | 93.14% | 93.14% |
| 18/11/2024 | 1.58% | 5.01 CHF | 5.08 CHF | 10,000 | 10,000 | 19,205 | 10,000 | 88,651 CHF | 47,069 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.75% | 3.93 CHF | 4.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 76,016 CHF | 77,356 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.96% | 3.68 CHF | 3.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,786 CHF | 66,047 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.78% | 3.59 CHF | 3.66 CHF | 20,000 | 20,000 | 20,000 | 19,747 | 70,859 CHF | 71,196 CHF | 99.31% | 99.31% |
| 12/11/2024 | 2.06% | 3.30 CHF | 3.37 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 75,956 CHF | 38,766 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.37% | 4.38 CHF | 4.43 CHF | 20,000 | 20,000 | 16,502 | 16,502 | 74,872 CHF | 75,859 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.09% | 3.15 CHF | 3.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,004 CHF | 64,333 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.25% | 3.63 CHF | 3.66 CHF | 25,000 | 25,000 | 18,707 | 18,707 | 68,558 CHF | 69,343 CHF | 88.62% | 88.62% |
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