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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 | 3.55% | 0.59 CHF | 0.61 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,856 CHF | 2,960 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.31% | 0.59 CHF | 0.61 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 3,588 CHF | 3,709 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.58% | 0.55 CHF | 0.57 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 3,322 CHF | 3,443 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.68% | 0.54 CHF | 0.56 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 3,312 CHF | 3,436 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.81% | 0.56 CHF | 0.59 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,897 CHF | 3,009 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.54% | 0.60 CHF | 0.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 3,016 CHF | 3,125 CHF | 100.00% | 100.00% |
| 12/11/2024 | 3.27% | 0.61 CHF | 0.63 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 3,645 CHF | 3,766 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.47% | 0.54 CHF | 0.56 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 3,109 CHF | 3,219 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.58% | 0.55 CHF | 0.57 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 3,432 CHF | 3,557 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.16% | 0.58 CHF | 0.61 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 2,893 CHF | 3,016 CHF | 100.00% | 100.00% |
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