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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% | 5.08 CHF | 5.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 255,369 CHF | 257,763 CHF | 89.78% | 89.78% |
| 19/11/2024 | 0.59% | 5.00 CHF | 5.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,536 CHF | 254,025 CHF | 98.83% | 98.83% |
| 18/11/2024 | 0.65% | 4.97 CHF | 5.00 CHF | 50,000 | 50,000 | 44,761 | 44,761 | 217,884 CHF | 219,218 CHF | 97.45% | 97.45% |
| 15/11/2024 | 0.62% | 4.68 CHF | 4.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,442 CHF | 233,891 CHF | 97.07% | 97.07% |
| 14/11/2024 | 0.63% | 4.62 CHF | 4.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,449 CHF | 225,866 CHF | 97.08% | 97.08% |
| 13/11/2024 | 0.58% | 4.59 CHF | 4.62 CHF | 50,000 | 50,000 | 49,698 | 49,698 | 227,525 CHF | 228,852 CHF | 97.16% | 97.16% |
| 12/11/2024 | 0.62% | 4.51 CHF | 4.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,496 CHF | 232,927 CHF | 98.02% | 98.02% |
| 11/11/2024 | 0.66% | 4.76 CHF | 4.79 CHF | 50,000 | 50,000 | 41,363 | 41,363 | 199,161 CHF | 200,433 CHF | 99.35% | 99.35% |
| 08/11/2024 | 0.64% | 4.36 CHF | 4.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,109 CHF | 219,515 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 4.49 CHF | 4.52 CHF | 50,000 | 50,000 | 25,195 | 25,195 | 111,580 CHF | 112,480 CHF | 56.25% | 56.25% |
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