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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 | 1.93% | 3.23 CHF | 3.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,196 CHF | 47,096 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.80% | 2.95 CHF | 3.01 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 49,714 CHF | 50,614 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.51% | 3.55 CHF | 3.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 59,335 CHF | 60,235 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.38% | 4.29 CHF | 4.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 64,904 CHF | 65,804 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.23% | 4.85 CHF | 4.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 72,928 CHF | 73,828 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.33% | 4.60 CHF | 4.66 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 67,385 CHF | 68,285 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.40% | 4.54 CHF | 4.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 63,750 CHF | 64,650 CHF | 99.80% | 99.80% |
| 11/11/2024 | 1.59% | 3.85 CHF | 3.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 56,220 CHF | 57,120 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.73% | 3.67 CHF | 3.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 51,655 CHF | 52,555 CHF | 99.16% | 99.16% |
| 07/11/2024 | 2.01% | 2.94 CHF | 3.00 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 44,349 CHF | 45,249 CHF | 99.96% | 99.96% |
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