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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.20% | 4.04 CHF | 4.09 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 82,674 CHF | 41,837 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.13% | 4.13 CHF | 4.18 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 81,518 CHF | 41,220 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.00% | 3.92 CHF | 3.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 82,198 CHF | 83,022 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.24% | 3.36 CHF | 3.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,229 CHF | 66,044 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.22% | 3.47 CHF | 3.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 67,362 CHF | 68,188 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.20% | 3.44 CHF | 3.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 71,379 CHF | 72,244 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.26% | 3.71 CHF | 3.75 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 74,984 CHF | 37,969 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.18% | 3.91 CHF | 3.95 CHF | 20,000 | 10,000 | 20,000 | 9,970 | 79,315 CHF | 40,009 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.30% | 3.97 CHF | 4.03 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 89,926 CHF | 45,552 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 4.97 CHF | 5.02 CHF | 20,000 | 10,000 | 16,185 | 10,000 | 80,373 CHF | 50,333 CHF | 100.00% | 100.00% |
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