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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 | 5.75% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 10,136 CHF | 10,736 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.36% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,147 CHF | 9,747 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.96% | 0.16 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,780 CHF | 10,380 CHF | 100.00% | 100.00% |
| 15/11/2024 | 6.30% | 0.15 CHF | 0.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,225 CHF | 9,825 CHF | 100.00% | 100.00% |
| 14/11/2024 | 6.47% | 0.15 CHF | 0.16 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 10,476 CHF | 11,176 CHF | 100.00% | 100.00% |
| 13/11/2024 | 6.50% | 0.15 CHF | 0.16 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 8,941 CHF | 9,541 CHF | 100.00% | 100.00% |
| 12/11/2024 | 6.08% | 0.14 CHF | 0.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,990 CHF | 8,490 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.91% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,941 CHF | 10,441 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,912 CHF | 10,412 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.14% | 0.20 CHF | 0.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 11,404 CHF | 12,004 CHF | 100.00% | 100.00% |
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