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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 | 1.08% | 5.67 CHF | 5.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 82,775 CHF | 83,675 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.04% | 5.38 CHF | 5.44 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 86,182 CHF | 87,082 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 5.99 CHF | 6.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 95,984 CHF | 96,884 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.88% | 6.74 CHF | 6.80 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 101,603 CHF | 102,503 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 7.30 CHF | 7.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 109,668 CHF | 110,568 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 7.04 CHF | 7.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 103,864 CHF | 104,764 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 6.97 CHF | 7.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 100,186 CHF | 101,086 CHF | 99.83% | 99.83% |
| 11/11/2024 | 0.97% | 6.27 CHF | 6.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 92,558 CHF | 93,458 CHF | 99.78% | 99.78% |
| 08/11/2024 | 1.02% | 6.08 CHF | 6.14 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 87,698 CHF | 88,598 CHF | 99.11% | 99.11% |
| 07/11/2024 | 1.11% | 5.34 CHF | 5.40 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 80,488 CHF | 81,388 CHF | 99.96% | 99.96% |
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