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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 | 1.07% | 5.73 CHF | 5.79 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 83,625 CHF | 84,525 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.03% | 5.44 CHF | 5.50 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 87,033 CHF | 87,933 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 6.04 CHF | 6.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 96,839 CHF | 97,739 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.87% | 6.79 CHF | 6.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 102,462 CHF | 103,362 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 7.35 CHF | 7.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 110,524 CHF | 111,424 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 7.10 CHF | 7.16 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 104,719 CHF | 105,619 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 7.02 CHF | 7.08 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 101,038 CHF | 101,938 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.96% | 6.33 CHF | 6.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 93,416 CHF | 94,316 CHF | 99.78% | 99.78% |
| 08/11/2024 | 1.01% | 6.14 CHF | 6.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 88,542 CHF | 89,442 CHF | 99.11% | 99.11% |
| 07/11/2024 | 1.10% | 5.40 CHF | 5.46 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 81,334 CHF | 82,234 CHF | 99.96% | 99.96% |
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