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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 | 0.93% | 5.03 CHF | 5.07 CHF | 7,600 | 7,600 | 7,512 | 7,512 | 38,988 CHF | 39,353 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.96% | 5.21 CHF | 5.26 CHF | 7,500 | 7,500 | 7,501 | 7,501 | 39,059 CHF | 39,434 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.78% | 5.16 CHF | 5.20 CHF | 7,700 | 7,700 | 7,737 | 7,737 | 39,510 CHF | 39,820 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.80% | 4.94 CHF | 4.98 CHF | 7,700 | 7,700 | 7,700 | 7,700 | 38,110 CHF | 38,418 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 5.11 CHF | 5.15 CHF | 7,800 | 7,800 | 7,898 | 7,898 | 39,521 CHF | 39,837 CHF | 98.57% | 98.57% |
| 13/11/2024 | 0.84% | 4.95 CHF | 4.99 CHF | 7,600 | 7,600 | 7,611 | 7,611 | 37,696 CHF | 38,014 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.94% | 5.23 CHF | 5.28 CHF | 7,200 | 7,200 | 7,200 | 7,200 | 38,005 CHF | 38,365 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.89% | 5.58 CHF | 5.63 CHF | 7,100 | 7,100 | 7,033 | 7,033 | 39,510 CHF | 39,861 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 5.63 CHF | 5.68 CHF | 6,900 | 6,900 | 6,904 | 6,904 | 38,968 CHF | 39,313 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.87% | 5.64 CHF | 5.69 CHF | 6,900 | 6,900 | 6,900 | 6,900 | 39,683 CHF | 40,028 CHF | 100.00% | 100.00% |
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