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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 | 2.51% | 4.78 CHF | 4.88 CHF | 18,087 | 5,000 | 17,952 | 5,000 | 76,656 CHF | 21,888 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.67% | 6.27 CHF | 6.38 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 65,242 CHF | 33,170 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.73% | 5.97 CHF | 6.08 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 62,481 CHF | 31,786 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.69% | 6.10 CHF | 6.20 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 58,096 CHF | 44,313 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.65% | 5.52 CHF | 5.61 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 54,321 CHF | 41,419 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.89% | 5.15 CHF | 5.25 CHF | 10,000 | 7,500 | 14,174 | 7,414 | 70,486 CHF | 37,979 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.58% | 5.12 CHF | 5.20 CHF | 10,000 | 10,000 | 18,778 | 10,000 | 83,652 CHF | 45,639 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.23% | 3.92 CHF | 4.01 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 78,046 CHF | 29,925 CHF | 100.00% | 100.00% |
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