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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 | 1.47% | 1.54 CHF | 1.56 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,928 CHF | 8,045 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.80% | 1.35 CHF | 1.37 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,773 CHF | 6,896 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.86% | 1.38 CHF | 1.41 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,437 CHF | 7,576 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.59% | 1.60 CHF | 1.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,679 CHF | 7,802 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.32% | 1.46 CHF | 1.48 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 8,603 CHF | 8,717 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.53% | 1.22 CHF | 1.24 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 7,260 CHF | 7,372 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.53% | 1.21 CHF | 1.23 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,854 CHF | 6,960 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.40% | 1.48 CHF | 1.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 7,203 CHF | 7,304 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.53% | 1.36 CHF | 1.38 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 6,836 CHF | 6,941 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.31% | 1.44 CHF | 1.46 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 8,700 CHF | 8,815 CHF | 100.00% | 100.00% |
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