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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 | 1.52% | 6.41 CHF | 6.51 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 67,144 CHF | 51,129 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.88% | 5.96 CHF | 6.07 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 58,854 CHF | 29,984 CHF | 85.49% | 85.49% |
| 18/11/2024 | 1.64% | 6.27 CHF | 6.37 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 61,887 CHF | 47,183 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.98% | 5.80 CHF | 5.90 CHF | 10,000 | 7,500 | 10,124 | 7,500 | 54,487 CHF | 41,224 CHF | 71.13% | 71.13% |
| 14/11/2024 | 2.16% | 6.35 CHF | 6.47 CHF | 10,000 | 5,000 | 9,563 | 4,676 | 51,306 CHF | 25,730 CHF | 56.25% | 56.25% |
| 13/11/2024 | 1.53% | 6.39 CHF | 6.49 CHF | 10,000 | 7,500 | 9,999 | 7,413 | 63,712 CHF | 47,944 CHF | 99.40% | 99.40% |
| 12/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 11/11/2024 | 1.69% | 7.31 CHF | 7.44 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 74,335 CHF | 37,799 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.83% | 7.24 CHF | 7.37 CHF | 9,923 | 5,000 | 9,907 | 5,000 | 71,256 CHF | 36,628 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.67% | 7.77 CHF | 7.90 CHF | 9,709 | 5,000 | 9,715 | 5,000 | 77,702 CHF | 40,669 CHF | 90.34% | 90.34% |
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