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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 | 3.90% | 0.27 CHF | 0.28 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 7,554 CHF | 7,854 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.80% | 0.25 CHF | 0.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 7,746 CHF | 8,046 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 8,038 CHF | 8,388 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.71% | 0.21 CHF | 0.22 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 7,265 CHF | 7,615 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.26% | 0.21 CHF | 0.22 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 6,939 CHF | 7,239 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 7,316 CHF | 7,616 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.21% | 0.25 CHF | 0.26 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 8,138 CHF | 8,488 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.29% | 0.20 CHF | 0.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 7,372 CHF | 7,772 CHF | 100.00% | 100.00% |
| 08/11/2024 | 5.29% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,210 CHF | 9,710 CHF | 100.00% | 100.00% |
| 07/11/2024 | 6.97% | 0.15 CHF | 0.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 6,933 CHF | 7,433 CHF | 100.00% | 100.00% |
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