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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 | 0.24% | 4.18 CHF | 4.19 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,480 CHF | 8,499 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,273 CHF | 8,293 CHF | 98.96% | 98.96% |
| 18/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,294 CHF | 8,314 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 8,613 CHF | 8,633 CHF | 72.11% | 72.11% |
| 14/11/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,621 CHF | 8,641 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,202 CHF | 8,221 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.23% | 4.22 CHF | 4.23 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,542 CHF | 8,562 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 2,000 | 2,000 | 1,968 | 1,968 | 9,051 CHF | 9,071 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 8,966 CHF | 8,986 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 9,461 CHF | 9,480 CHF | 100.00% | 100.00% |
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