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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 | 2.55% | 0.40 CHF | 0.41 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,141 CHF | 27,841 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 26,381 CHF | 27,081 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 26,410 CHF | 27,110 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,237 CHF | 27,937 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.51% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 23,698 CHF | 24,298 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 27,348 CHF | 27,948 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 26,457 CHF | 27,057 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 28,408 CHF | 29,108 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,630 CHF | 28,330 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 21,958 CHF | 22,558 CHF | 100.00% | 100.00% |
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