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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 | 0.52% | 5.62 CHF | 5.65 CHF | 6,000 | 6,000 | 5,944 | 5,944 | 34,499 CHF | 34,677 CHF | 99.99% | 99.99% |
| 20/11/2024 | 0.56% | 5.36 CHF | 5.39 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 37,250 CHF | 37,458 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.62% | 5.12 CHF | 5.15 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 38,921 CHF | 39,159 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 4.94 CHF | 4.97 CHF | 7,000 | 7,000 | 6,934 | 6,934 | 34,316 CHF | 34,524 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 5.04 CHF | 5.10 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 28,649 CHF | 28,889 CHF | 71.41% | 71.41% |
| 14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 13/11/2024 | 0.64% | 9.88 CHF | 9.94 CHF | 3,000 | 3,000 | 2,971 | 2,971 | 27,989 CHF | 28,167 CHF | 98.93% | 98.93% |
| 12/11/2024 | 0.55% | 10.20 CHF | 10.25 CHF | 4,000 | 4,000 | 3,928 | 3,928 | 39,605 CHF | 39,822 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 9.60 CHF | 9.65 CHF | 4,000 | 4,000 | 3,963 | 3,963 | 38,646 CHF | 38,844 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.56% | 9.17 CHF | 9.22 CHF | 4,000 | 4,000 | 3,962 | 3,962 | 35,348 CHF | 35,546 CHF | 100.00% | 100.00% |
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