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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 | 1.69% | 3.02 CHF | 3.05 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 57,396 CHF | 8,783 CHF | 99.68% | 99.68% |
| 19/11/2024 | 1.73% | 2.72 CHF | 2.75 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 54,741 CHF | 8,304 CHF | 99.69% | 99.69% |
| 18/11/2024 | 1.49% | 2.97 CHF | 3.00 CHF | 20,000 | 5,000 | 20,000 | 2,984 | 63,067 CHF | 9,502 CHF | 98.88% | 98.88% |
| 15/11/2024 | 1.65% | 3.05 CHF | 3.07 CHF | 20,000 | 5,000 | 20,000 | 3,015 | 56,559 CHF | 8,743 CHF | 96.24% | 96.24% |
| 14/11/2024 | 1.66% | 2.68 CHF | 2.71 CHF | 20,000 | 5,000 | 20,031 | 2,979 | 56,112 CHF | 8,387 CHF | 99.68% | 99.68% |
| 13/11/2024 | 1.90% | 2.92 CHF | 2.95 CHF | 20,000 | 5,000 | 25,795 | 3,008 | 64,890 CHF | 7,917 CHF | 96.82% | 96.82% |
| 12/11/2024 | 1.91% | 2.71 CHF | 2.73 CHF | 20,000 | 5,000 | 22,811 | 2,980 | 58,217 CHF | 7,789 CHF | 99.62% | 99.62% |
| 11/11/2024 | 2.54% | 2.35 CHF | 2.38 CHF | 30,000 | 5,000 | 30,000 | 2,873 | 61,403 CHF | 6,177 CHF | 99.68% | 99.68% |
| 08/11/2024 | 3.48% | 1.63 CHF | 1.66 CHF | 40,000 | 5,000 | 39,654 | 2,880 | 58,039 CHF | 4,481 CHF | 99.41% | 99.41% |
| 07/11/2024 | 2.30% | 1.70 CHF | 1.73 CHF | 30,000 | 5,000 | 30,039 | 2,979 | 62,441 CHF | 6,157 CHF | 99.09% | 99.09% |
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