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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 | 0.40% | 2.76 CHF | 2.77 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 57,883 CHF | 2,906 CHF | 99.68% | 99.68% |
| 19/11/2024 | 0.37% | 3.04 CHF | 3.05 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 60,265 CHF | 3,024 CHF | 99.69% | 99.69% |
| 18/11/2024 | 0.44% | 2.81 CHF | 2.82 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 52,506 CHF | 2,637 CHF | 98.89% | 98.89% |
| 15/11/2024 | 0.41% | 2.76 CHF | 2.78 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 59,410 CHF | 2,983 CHF | 96.24% | 96.24% |
| 14/11/2024 | 0.38% | 3.12 CHF | 3.14 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 60,074 CHF | 3,015 CHF | 99.68% | 99.68% |
| 13/11/2024 | 0.36% | 2.87 CHF | 2.88 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 64,698 CHF | 3,247 CHF | 97.36% | 97.36% |
| 12/11/2024 | 0.35% | 3.08 CHF | 3.09 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 64,047 CHF | 3,214 CHF | 99.62% | 99.62% |
| 11/11/2024 | 0.32% | 3.42 CHF | 3.44 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 74,343 CHF | 3,729 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.28% | 4.12 CHF | 4.14 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 85,080 CHF | 4,266 CHF | 99.41% | 99.41% |
| 07/11/2024 | 0.31% | 4.03 CHF | 4.05 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 73,257 CHF | 3,674 CHF | 99.09% | 99.09% |
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