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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 | 7.17% | 0.97 CHF | 1.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 12,385 CHF | 13,285 CHF | 99.45% | 99.45% |
| 19/11/2024 | 5.69% | 0.71 CHF | 0.77 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 16,013 CHF | 16,913 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.52% | 1.29 CHF | 1.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 25,462 CHF | 26,362 CHF | 99.28% | 99.28% |
| 15/11/2024 | 2.87% | 2.03 CHF | 2.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 30,984 CHF | 31,884 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.28% | 2.59 CHF | 2.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 38,972 CHF | 39,872 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.64% | 2.35 CHF | 2.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,663 CHF | 34,563 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.96% | 2.29 CHF | 2.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 30,071 CHF | 30,971 CHF | 99.82% | 99.82% |
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