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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,114 CHF | 10,264 CHF | 99.75% | 99.75% |
| 12/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,762 CHF | 9,912 CHF | 99.83% | 99.83% |
| 11/11/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,081 CHF | 9,231 CHF | 99.80% | 99.80% |
| 08/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,616 CHF | 9,766 CHF | 99.88% | 99.88% |
| 07/11/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,432 CHF | 9,582 CHF | 99.57% | 99.57% |
| 06/11/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,646 CHF | 9,796 CHF | 100.00% | 100.00% |
| 05/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,692 CHF | 9,842 CHF | 99.94% | 99.94% |
| 04/11/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,375 CHF | 9,525 CHF | 100.00% | 100.00% |
| 01/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,197 CHF | 9,347 CHF | 95.88% | 95.88% |
| 31/10/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,130 CHF | 9,280 CHF | 99.11% | 99.11% |
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