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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 | 0.22% | 4.52 CHF | 4.53 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 92,253 CHF | 46,226 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 4.62 CHF | 4.63 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 93,093 CHF | 46,646 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.76 CHF | 4.77 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 92,657 CHF | 46,429 CHF | 99.77% | 99.77% |
| 15/11/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 92,155 CHF | 46,178 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 89,318 CHF | 44,759 CHF | 95.91% | 95.91% |
| 13/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 83,628 CHF | 41,914 CHF | 97.59% | 97.59% |
| 12/11/2024 | 0.23% | 4.15 CHF | 4.16 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 87,447 CHF | 43,823 CHF | 98.70% | 98.70% |
| 11/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 91,945 CHF | 46,073 CHF | 95.92% | 95.92% |
| 08/11/2024 | 0.21% | 4.56 CHF | 4.57 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 93,738 CHF | 46,969 CHF | 84.64% | 84.64% |
| 07/11/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 97,639 CHF | 48,920 CHF | 100.00% | 100.00% |
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