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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 | 1.59% | 0.64 CHF | 0.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,359 CHF | 9,509 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,349 CHF | 10,499 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 9,730 CHF | 9,882 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.56% | 0.70 CHF | 0.71 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,385 CHF | 10,548 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 7,152 CHF | 7,252 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,865 CHF | 11,015 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.45% | 0.74 CHF | 0.75 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 10,251 CHF | 10,401 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 8,393 CHF | 8,543 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 11,391 CHF | 11,591 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.67% | 0.55 CHF | 0.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 8,918 CHF | 9,068 CHF | 100.00% | 100.00% |
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