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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.40% | 5.20 CHF | 5.22 CHF | 11,000 | 11,000 | 10,159 | 10,159 | 51,706 CHF | 51,910 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.38% | 5.38 CHF | 5.40 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 53,226 CHF | 53,424 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.35% | 5.56 CHF | 5.58 CHF | 9,000 | 9,000 | 8,916 | 8,916 | 51,074 CHF | 51,253 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 5.72 CHF | 5.74 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 56,617 CHF | 56,816 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.40% | 5.65 CHF | 5.67 CHF | 15,000 | 15,000 | 14,004 | 14,004 | 70,788 CHF | 71,068 CHF | 71.36% | 71.36% |
| 14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 13/11/2024 | 0.46% | 4.29 CHF | 4.31 CHF | 13,000 | 13,000 | 12,978 | 12,978 | 57,437 CHF | 57,697 CHF | 98.93% | 98.93% |
| 12/11/2024 | 0.48% | 4.20 CHF | 4.22 CHF | 13,000 | 13,000 | 12,579 | 12,579 | 53,369 CHF | 53,621 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 4.39 CHF | 4.41 CHF | 12,000 | 12,000 | 11,888 | 11,888 | 51,624 CHF | 51,862 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.44% | 4.54 CHF | 4.56 CHF | 12,000 | 12,000 | 11,887 | 11,887 | 55,030 CHF | 55,268 CHF | 100.00% | 100.00% |
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