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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 | 5.82% | 1.12 CHF | 1.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 15,140 CHF | 16,040 CHF | 99.43% | 99.43% |
| 19/11/2024 | 4.93% | 0.92 CHF | 0.98 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 18,188 CHF | 19,088 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.28% | 1.42 CHF | 1.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 27,358 CHF | 28,258 CHF | 99.27% | 99.27% |
| 15/11/2024 | 2.71% | 2.15 CHF | 2.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 32,880 CHF | 33,780 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.18% | 2.72 CHF | 2.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 40,873 CHF | 41,773 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.50% | 2.48 CHF | 2.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,547 CHF | 36,447 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.78% | 2.42 CHF | 2.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 31,957 CHF | 32,857 CHF | 99.80% | 99.80% |
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