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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 | 2.39% | 3.23 CHF | 3.31 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 9,887 CHF | 10,127 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.15% | 3.42 CHF | 3.49 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 10,489 CHF | 10,717 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.28% | 3.35 CHF | 3.43 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 10,204 CHF | 10,440 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.15% | 3.27 CHF | 3.33 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 9,064 CHF | 9,261 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.57% | 2.98 CHF | 3.02 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 12,108 CHF | 12,300 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.64% | 2.78 CHF | 2.82 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 10,792 CHF | 10,971 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.63% | 2.54 CHF | 2.58 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 12,419 CHF | 12,623 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.72% | 2.32 CHF | 2.36 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 11,141 CHF | 11,334 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.53% | 2.27 CHF | 2.30 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 12,882 CHF | 13,080 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.15% | 1.95 CHF | 1.98 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 16,536 CHF | 16,726 CHF | 100.00% | 100.00% |
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