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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 | 3.89% | 20.99 CHF | 21.78 CHF | 5,676 | 1,000 | 5,631 | 1,000 | 111,865 CHF | 20,650 CHF | 99.37% | 99.37% |
| 19/11/2024 | 3.42% | 19.08 CHF | 19.78 CHF | 6,341 | 2,000 | 6,400 | 2,000 | 129,565 CHF | 41,892 CHF | 83.38% | 83.38% |
| 18/11/2024 | 3.95% | 17.33 CHF | 18.03 CHF | 6,381 | 2,000 | 6,386 | 2,000 | 110,232 CHF | 35,909 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.34% | 16.99 CHF | 17.72 CHF | 6,037 | 2,000 | 6,017 | 2,000 | 99,093 CHF | 34,394 CHF | 99.99% | 99.99% |
| 14/11/2024 | 4.06% | 17.76 CHF | 18.54 CHF | 5,654 | 1,000 | 5,701 | 1,000 | 107,425 CHF | 19,613 CHF | 99.52% | 99.52% |
| 13/11/2024 | 3.62% | 18.75 CHF | 19.42 CHF | 6,692 | 2,000 | 6,670 | 1,975 | 123,433 CHF | 37,884 CHF | 99.32% | 99.32% |
| 12/11/2024 | 3.14% | 17.48 CHF | 18.02 CHF | 8,641 | 2,000 | 8,572 | 2,000 | 143,091 CHF | 34,445 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.59% | 12.36 CHF | 12.93 CHF | 7,679 | 2,000 | 7,651 | 2,000 | 92,255 CHF | 25,246 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.50% | 13.61 CHF | 14.07 CHF | 9,694 | 2,500 | 9,608 | 2,500 | 124,628 CHF | 33,579 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.64% | 10.71 CHF | 11.20 CHF | 8,780 | 2,500 | 8,774 | 2,500 | 90,845 CHF | 27,099 CHF | 91.77% | 91.77% |
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