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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 | 0.65% | 1.52 CHF | 1.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 23,146 CHF | 23,296 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 24,059 CHF | 24,209 CHF | 99.48% | 99.48% |
| 18/11/2024 | 0.59% | 1.63 CHF | 1.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 25,264 CHF | 25,414 CHF | 99.53% | 99.53% |
| 15/11/2024 | 0.60% | 1.78 CHF | 1.79 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 25,137 CHF | 25,287 CHF | 98.95% | 98.95% |
| 14/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 24,933 CHF | 25,083 CHF | 99.51% | 99.51% |
| 13/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 25,367 CHF | 25,517 CHF | 99.54% | 99.54% |
| 12/11/2024 | 0.56% | 1.73 CHF | 1.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,802 CHF | 17,902 CHF | 99.57% | 99.57% |
| 11/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,255 CHF | 18,355 CHF | 99.49% | 99.49% |
| 08/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,318 CHF | 19,418 CHF | 99.53% | 99.53% |
| 07/11/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,956 CHF | 20,056 CHF | 99.49% | 99.49% |
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