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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 | 1.00% | 5.39 CHF | 5.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 132,426 CHF | 133,752 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.99% | 5.33 CHF | 5.39 CHF | 25,000 | 25,000 | 24,951 | 24,951 | 131,665 CHF | 132,979 CHF | 93.38% | 93.38% |
| 18/11/2024 | 0.78% | 4.76 CHF | 4.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 120,222 CHF | 121,162 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 5.02 CHF | 5.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 242,933 CHF | 244,671 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 4.65 CHF | 4.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 119,623 CHF | 120,570 CHF | 99.50% | 99.50% |
| 13/11/2024 | 0.75% | 5.04 CHF | 5.07 CHF | 25,000 | 25,000 | 24,941 | 24,941 | 125,013 CHF | 125,948 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.71% | 4.97 CHF | 5.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 243,616 CHF | 245,358 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 4.61 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,545 CHF | 227,257 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 4.61 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,319 CHF | 229,009 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 4.45 CHF | 4.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,961 CHF | 220,676 CHF | 89.64% | 89.64% |
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