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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 | 0.82% | 1.65 CHF | 1.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,239 CHF | 17,381 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 1.55 CHF | 1.56 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,531 CHF | 15,685 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.91% | 1.62 CHF | 1.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 16,025 CHF | 16,171 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 1.51 CHF | 1.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,964 CHF | 14,111 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 1.63 CHF | 1.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,075 CHF | 14,210 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 1.65 CHF | 1.66 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 16,442 CHF | 16,561 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 1.43 CHF | 1.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,789 CHF | 15,935 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.82 CHF | 1.84 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,501 CHF | 18,648 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.80 CHF | 1.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,945 CHF | 18,095 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.77% | 1.91 CHF | 1.93 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,776 CHF | 19,929 CHF | 100.00% | 100.00% |
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