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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 | 1.65% | 0.58 CHF | 0.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 12,033 CHF | 12,233 CHF | 99.57% | 99.57% |
| 19/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 12,291 CHF | 12,491 CHF | 99.58% | 99.58% |
| 18/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,260 CHF | 10,410 CHF | 99.53% | 99.53% |
| 15/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,027 CHF | 15,227 CHF | 98.94% | 98.94% |
| 14/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,832 CHF | 15,032 CHF | 99.49% | 99.49% |
| 13/11/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,987 CHF | 14,187 CHF | 99.57% | 99.57% |
| 12/11/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,951 CHF | 11,101 CHF | 99.57% | 99.57% |
| 11/11/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 12,263 CHF | 12,413 CHF | 99.52% | 99.52% |
| 08/11/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 12,536 CHF | 12,686 CHF | 99.49% | 99.49% |
| 07/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 16,179 CHF | 16,379 CHF | 99.57% | 99.57% |
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