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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 | 1.24% | 4.67 CHF | 4.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 72,247 CHF | 73,147 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.31% | 4.92 CHF | 4.98 CHF | 15,000 | 15,000 | 14,997 | 14,998 | 68,395 CHF | 69,295 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.51% | 4.36 CHF | 4.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 59,374 CHF | 60,274 CHF | 99.30% | 99.30% |
| 15/11/2024 | 1.65% | 3.65 CHF | 3.71 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 54,116 CHF | 55,016 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.93% | 3.08 CHF | 3.14 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,304 CHF | 47,203 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.75% | 3.30 CHF | 3.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 51,054 CHF | 51,954 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.64% | 3.35 CHF | 3.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 54,586 CHF | 55,486 CHF | 99.81% | 99.81% |
| 11/11/2024 | 1.45% | 4.03 CHF | 4.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 61,836 CHF | 62,736 CHF | 99.78% | 99.78% |
| 08/11/2024 | 1.36% | 4.16 CHF | 4.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,565 CHF | 66,465 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.22% | 4.88 CHF | 4.94 CHF | 15,000 | 15,000 | 14,998 | 14,998 | 73,251 CHF | 74,151 CHF | 99.96% | 99.96% |
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