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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 | 2.51% | 2.52 CHF | 2.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,571 CHF | 36,471 CHF | 99.46% | 99.46% |
| 19/11/2024 | 2.29% | 2.25 CHF | 2.31 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 39,125 CHF | 40,025 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.84% | 2.84 CHF | 2.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 48,693 CHF | 49,593 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.65% | 3.58 CHF | 3.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 54,245 CHF | 55,145 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.44% | 4.14 CHF | 4.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 62,257 CHF | 63,157 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.57% | 3.90 CHF | 3.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 56,785 CHF | 57,685 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.68% | 3.83 CHF | 3.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 53,165 CHF | 54,065 CHF | 99.79% | 99.79% |
| 11/11/2024 | 1.95% | 3.14 CHF | 3.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,670 CHF | 46,570 CHF | 99.77% | 99.77% |
| 08/11/2024 | 2.16% | 2.97 CHF | 3.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 41,187 CHF | 42,087 CHF | 99.16% | 99.16% |
| 07/11/2024 | 2.63% | 2.24 CHF | 2.30 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 33,853 CHF | 34,753 CHF | 100.00% | 100.00% |
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