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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 | 3.57% | 1.81 CHF | 1.87 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 24,901 CHF | 25,801 CHF | 99.42% | 99.42% |
| 19/11/2024 | 3.15% | 1.54 CHF | 1.60 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 28,485 CHF | 29,385 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.36% | 2.13 CHF | 2.19 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 37,998 CHF | 38,898 CHF | 99.27% | 99.27% |
| 15/11/2024 | 2.05% | 2.86 CHF | 2.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 43,536 CHF | 44,436 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.73% | 3.43 CHF | 3.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 51,538 CHF | 52,438 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.93% | 3.19 CHF | 3.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,141 CHF | 47,041 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.10% | 3.12 CHF | 3.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 42,536 CHF | 43,436 CHF | 99.78% | 99.78% |
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