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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 | 1.24% | 4.97 CHF | 5.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 72,223 CHF | 73,123 CHF | 99.45% | 99.45% |
| 19/11/2024 | 1.18% | 4.68 CHF | 4.74 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 75,667 CHF | 76,567 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 5.28 CHF | 5.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 85,415 CHF | 86,315 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.98% | 6.03 CHF | 6.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 91,021 CHF | 91,921 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.90% | 6.59 CHF | 6.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,076 CHF | 99,976 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.96% | 6.34 CHF | 6.40 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 93,348 CHF | 94,248 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 6.27 CHF | 6.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 89,681 CHF | 90,581 CHF | 99.78% | 99.78% |
| 11/11/2024 | 1.09% | 5.57 CHF | 5.63 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 82,087 CHF | 82,987 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.16% | 5.39 CHF | 5.45 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 77,309 CHF | 78,209 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.28% | 4.65 CHF | 4.71 CHF | 15,000 | 15,000 | 14,996 | 14,996 | 70,084 CHF | 70,984 CHF | 100.00% | 100.00% |
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