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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 | 3.75% | 1.11 CHF | 1.14 CHF | 50,000 | 5,000 | 45,127 | 2,980 | 55,467 CHF | 3,736 CHF | 99.68% | 99.68% |
| 19/11/2024 | 3.43% | 1.40 CHF | 1.42 CHF | 40,000 | 5,000 | 40,000 | 2,980 | 54,477 CHF | 4,179 CHF | 99.68% | 99.68% |
| 18/11/2024 | 4.83% | 1.16 CHF | 1.19 CHF | 50,000 | 5,000 | 57,229 | 2,984 | 54,815 CHF | 3,052 CHF | 98.88% | 98.88% |
| 15/11/2024 | 3.49% | 1.11 CHF | 1.14 CHF | 50,000 | 5,000 | 41,750 | 3,015 | 54,465 CHF | 4,007 CHF | 96.23% | 96.23% |
| 14/11/2024 | 3.57% | 1.48 CHF | 1.50 CHF | 40,000 | 5,000 | 40,960 | 2,979 | 54,776 CHF | 4,223 CHF | 99.68% | 99.68% |
| 13/11/2024 | 2.93% | 1.23 CHF | 1.26 CHF | 50,000 | 5,000 | 36,086 | 3,009 | 56,682 CHF | 4,781 CHF | 96.81% | 96.81% |
| 12/11/2024 | 3.12% | 1.45 CHF | 1.47 CHF | 40,000 | 5,000 | 38,497 | 2,980 | 59,849 CHF | 4,797 CHF | 99.61% | 99.61% |
| 11/11/2024 | 2.38% | 1.81 CHF | 1.83 CHF | 30,000 | 5,000 | 30,000 | 2,874 | 62,605 CHF | 5,980 CHF | 99.68% | 99.68% |
| 08/11/2024 | 1.91% | 2.52 CHF | 2.54 CHF | 20,000 | 5,000 | 21,272 | 2,880 | 55,890 CHF | 7,644 CHF | 99.42% | 99.42% |
| 07/11/2024 | 2.44% | 2.43 CHF | 2.45 CHF | 30,000 | 5,000 | 30,000 | 2,979 | 61,099 CHF | 6,375 CHF | 99.09% | 99.09% |
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