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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 | 1.46% | 3.78 CHF | 4.12 CHF | 20,000 | 1,000 | 19,734 | 1,000 | 80,630 CHF | 4,146 CHF | 65.50% | 98.69% |
| 19/11/2024 | 1.04% | 3.66 CHF | 3.68 CHF | 20,000 | 10,000 | 20,000 | 3,736 | 68,371 CHF | 13,114 CHF | 99.60% | 99.60% |
| 18/11/2024 | 1.13% | 3.28 CHF | 3.30 CHF | 15,000 | 5,000 | 14,945 | 1,879 | 46,996 CHF | 5,953 CHF | 98.35% | 98.94% |
| 15/11/2024 | 1.34% | 3.60 CHF | 3.63 CHF | 15,000 | 5,000 | 19,049 | 1,857 | 75,317 CHF | 7,161 CHF | 98.01% | 98.64% |
| 14/11/2024 | 1.26% | 4.41 CHF | 4.44 CHF | 20,000 | 5,000 | 15,147 | 1,848 | 64,398 CHF | 7,977 CHF | 98.97% | 99.59% |
| 13/11/2024 | 1.22% | 4.21 CHF | 4.25 CHF | 15,000 | 5,000 | 19,940 | 1,873 | 86,760 CHF | 8,149 CHF | 97.11% | 97.53% |
| 12/11/2024 | 1.35% | 4.32 CHF | 4.35 CHF | 20,000 | 5,000 | 15,561 | 1,849 | 62,376 CHF | 7,773 CHF | 98.98% | 99.60% |
| 11/11/2024 | 1.25% | 4.08 CHF | 4.11 CHF | 15,000 | 5,000 | 19,357 | 1,852 | 82,266 CHF | 7,735 CHF | 98.68% | 99.29% |
| 08/11/2024 | 1.21% | 4.26 CHF | 4.29 CHF | 20,000 | 5,000 | 20,000 | 1,871 | 87,909 CHF | 8,198 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.32% | 4.28 CHF | 4.31 CHF | 20,000 | 5,000 | 20,000 | 1,872 | 81,264 CHF | 7,909 CHF | 99.20% | 99.20% |
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