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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 | 1.38% | 6.62 CHF | 6.72 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,822 CHF | 53,856 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.91% | 5.28 CHF | 5.38 CHF | 10,000 | 7,500 | 13,773 | 7,500 | 68,814 CHF | 38,676 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.83% | 5.57 CHF | 5.66 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 53,149 CHF | 40,597 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.89% | 5.48 CHF | 5.59 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 58,123 CHF | 29,615 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.92% | 6.15 CHF | 6.28 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 62,687 CHF | 31,952 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.74% | 6.68 CHF | 6.79 CHF | 10,000 | 5,000 | 10,000 | 4,970 | 68,273 CHF | 34,530 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.06% | 6.89 CHF | 7.07 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 84,490 CHF | 43,120 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.48% | 9.84 CHF | 9.99 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 98,789 CHF | 50,133 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.81% | 8.58 CHF | 8.73 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 82,041 CHF | 41,771 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.51% | 8.46 CHF | 8.58 CHF | 10,000 | 5,000 | 10,000 | 4,870 | 85,146 CHF | 42,190 CHF | 99.13% | 99.13% |
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