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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 | 0.76% | 1.27 CHF | 1.28 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,197 CHF | 13,297 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 12,514 CHF | 12,614 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,094 CHF | 13,194 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 12,912 CHF | 13,012 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,572 CHF | 13,672 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,387 CHF | 13,487 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 1.41 CHF | 1.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,557 CHF | 14,657 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,592 CHF | 15,692 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,423 CHF | 14,523 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,530 CHF | 14,630 CHF | 100.00% | 100.00% |
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