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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 | 0.74% | 2.00 CHF | 2.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,478 CHF | 19,624 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 1.91 CHF | 1.92 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,547 CHF | 19,682 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.71% | 1.82 CHF | 1.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,126 CHF | 18,256 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 1.80 CHF | 1.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,724 CHF | 17,863 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.84 CHF | 1.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,906 CHF | 19,065 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 1.89 CHF | 1.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,717 CHF | 18,859 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 1.82 CHF | 1.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,748 CHF | 17,870 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.52 CHF | 1.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,030 CHF | 15,156 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.59 CHF | 1.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,479 CHF | 15,593 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 1.41 CHF | 1.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,918 CHF | 14,033 CHF | 100.00% | 100.00% |
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