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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 | 1.82% | 2.25 CHF | 2.29 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,179 CHF | 23,604 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.93% | 2.32 CHF | 2.37 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 20,983 CHF | 21,393 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.87% | 2.46 CHF | 2.51 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 22,129 CHF | 22,546 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.83% | 2.48 CHF | 2.53 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 20,445 CHF | 20,821 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.54% | 2.64 CHF | 2.68 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 23,210 CHF | 23,570 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.60% | 2.48 CHF | 2.52 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 22,525 CHF | 22,888 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.76% | 2.50 CHF | 2.55 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 20,801 CHF | 21,169 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.56% | 2.88 CHF | 2.93 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 22,471 CHF | 22,823 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.68% | 2.76 CHF | 2.81 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 22,321 CHF | 22,699 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.55% | 3.00 CHF | 3.05 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 21,189 CHF | 21,521 CHF | 100.00% | 100.00% |
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