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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 | 3.36% | 0.29 CHF | 0.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,391 CHF | 4,541 CHF | 99.64% | 99.64% |
| 19/11/2024 | 3.37% | 0.30 CHF | 0.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,376 CHF | 4,526 CHF | 99.86% | 99.86% |
| 18/11/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 4,198 CHF | 4,348 CHF | 99.89% | 99.89% |
| 15/11/2024 | 3.77% | 0.27 CHF | 0.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,910 CHF | 4,060 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,783 CHF | 3,933 CHF | 99.66% | 99.66% |
| 13/11/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,786 CHF | 3,936 CHF | 99.75% | 99.75% |
| 12/11/2024 | 4.12% | 0.25 CHF | 0.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,573 CHF | 3,723 CHF | 99.83% | 99.83% |
| 11/11/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,101 CHF | 3,251 CHF | 99.80% | 99.80% |
| 08/11/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,450 CHF | 3,600 CHF | 4.36% | 4.36% |
| 07/11/2024 | 4.39% | 0.22 CHF | 0.23 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 3,344 CHF | 3,494 CHF | 99.57% | 99.57% |
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