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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 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 19/11/2024 | 7.39% | 1.36 CHF | 1.47 CHF | 40,000 | 7,500 | 40,130 | 7,500 | 53,680 CHF | 10,803 CHF | 83.38% | 83.38% |
| 18/11/2024 | 9.29% | 1.28 CHF | 1.41 CHF | 40,000 | 5,000 | 41,819 | 5,000 | 55,755 CHF | 7,359 CHF | 100.00% | 100.00% |
| 15/11/2024 | 9.48% | 1.67 CHF | 1.88 CHF | 34,203 | 2,500 | 30,001 | 2,500 | 63,805 CHF | 5,844 CHF | 96.94% | 96.94% |
| 14/11/2024 | 7.51% | 2.83 CHF | 3.05 CHF | 20,000 | 2,500 | 20,795 | 2,500 | 57,464 CHF | 7,481 CHF | 97.95% | 97.95% |
| 13/11/2024 | 9.14% | 2.25 CHF | 2.46 CHF | 30,000 | 2,500 | 30,000 | 2,494 | 65,781 CHF | 5,990 CHF | 98.34% | 98.34% |
| 12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 11/11/2024 | 10.85% | 5.34 CHF | 5.84 CHF | 10,000 | 1,000 | 13,384 | 1,000 | 58,054 CHF | 4,898 CHF | 30.71% | 30.71% |
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