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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 | 0.51% | 4.17 CHF | 4.18 CHF | 4,890 | 4,890 | 3,240 | 3,240 | 12,589 CHF | 12,646 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 3.97 CHF | 3.98 CHF | 4,350 | 4,350 | 2,935 | 2,935 | 12,392 CHF | 12,447 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 4.27 CHF | 4.28 CHF | 3,890 | 3,890 | 2,616 | 2,616 | 11,644 CHF | 11,708 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 4.74 CHF | 4.75 CHF | 4,500 | 4,500 | 2,957 | 2,957 | 12,906 CHF | 12,964 CHF | 72.07% | 72.07% |
| 14/11/2024 | 0.51% | 4.13 CHF | 4.14 CHF | 4,950 | 4,950 | 3,256 | 3,256 | 12,443 CHF | 12,500 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.55% | 3.68 CHF | 3.69 CHF | 5,380 | 5,380 | 3,593 | 3,593 | 12,674 CHF | 12,737 CHF | 99.69% | 99.69% |
| 12/11/2024 | 0.54% | 3.62 CHF | 3.63 CHF | 5,110 | 5,110 | 3,418 | 3,418 | 12,249 CHF | 12,310 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.51% | 3.64 CHF | 3.65 CHF | 4,720 | 4,720 | 3,177 | 3,177 | 11,822 CHF | 11,878 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.54% | 3.74 CHF | 3.75 CHF | 5,250 | 5,250 | 3,500 | 3,500 | 12,626 CHF | 12,688 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.52% | 3.72 CHF | 3.73 CHF | 4,470 | 4,470 | 3,004 | 3,004 | 11,655 CHF | 11,711 CHF | 100.00% | 100.00% |
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