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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 | 1.48% | 4.18 CHF | 4.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 60,412 CHF | 61,312 CHF | 99.45% | 99.45% |
| 19/11/2024 | 1.40% | 3.90 CHF | 3.96 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 63,884 CHF | 64,784 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.22% | 4.49 CHF | 4.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 73,574 CHF | 74,474 CHF | 99.28% | 99.28% |
| 15/11/2024 | 1.13% | 5.24 CHF | 5.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 79,163 CHF | 80,063 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 5.80 CHF | 5.86 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 87,207 CHF | 88,107 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.10% | 5.55 CHF | 5.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 81,556 CHF | 82,456 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.15% | 5.48 CHF | 5.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 77,909 CHF | 78,809 CHF | 99.82% | 99.82% |
| 11/11/2024 | 1.27% | 4.79 CHF | 4.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 70,341 CHF | 71,241 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.36% | 4.61 CHF | 4.67 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,661 CHF | 66,561 CHF | 99.10% | 99.10% |
| 07/11/2024 | 1.53% | 3.88 CHF | 3.94 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 58,394 CHF | 59,294 CHF | 99.96% | 99.96% |
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