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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 | 4.05% | 2.99 CHF | 3.12 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 63,611 CHF | 24,839 CHF | 99.37% | 99.37% |
| 19/11/2024 | 4.75% | 3.33 CHF | 3.48 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 61,727 CHF | 24,273 CHF | 83.38% | 83.38% |
| 18/11/2024 | 4.02% | 3.71 CHF | 3.86 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 74,508 CHF | 29,084 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.65% | 3.80 CHF | 3.94 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 78,000 CHF | 30,338 CHF | 99.99% | 99.99% |
| 14/11/2024 | 3.89% | 3.64 CHF | 3.78 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 69,030 CHF | 26,911 CHF | 99.52% | 99.52% |
| 13/11/2024 | 4.56% | 3.50 CHF | 3.66 CHF | 20,000 | 7,500 | 20,000 | 7,415 | 71,175 CHF | 27,608 CHF | 99.32% | 99.32% |
| 12/11/2024 | 5.42% | 3.66 CHF | 3.88 CHF | 20,000 | 5,000 | 20,000 | 5,000 | 79,790 CHF | 21,056 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.51% | 5.76 CHF | 5.97 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 58,751 CHF | 30,424 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.60% | 5.40 CHF | 5.67 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 57,749 CHF | 30,232 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.48% | 7.07 CHF | 7.32 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 72,558 CHF | 37,560 CHF | 91.77% | 91.77% |
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