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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.55% | 5.56 CHF | 5.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 54,043 CHF | 54,888 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.57% | 5.80 CHF | 5.89 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 57,829 CHF | 44,059 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.54% | 6.03 CHF | 6.13 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 62,676 CHF | 47,736 CHF | 84.94% | 84.94% |
| 18/11/2024 | 1.47% | 6.27 CHF | 6.36 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 62,595 CHF | 47,642 CHF | 99.54% | 99.54% |
| 15/11/2024 | 1.22% | 6.18 CHF | 6.25 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 54,277 CHF | 54,939 CHF | 77.20% | 77.20% |
| 14/11/2024 | 1.49% | 4.40 CHF | 4.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 44,405 CHF | 45,070 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.44% | 4.43 CHF | 4.49 CHF | 10,000 | 10,000 | 9,982 | 9,982 | 45,867 CHF | 46,531 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.58% | 4.30 CHF | 4.37 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 87,759 CHF | 44,576 CHF | 88.40% | 88.40% |
| 11/11/2024 | 1.61% | 4.55 CHF | 4.62 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 89,677 CHF | 45,564 CHF | 98.45% | 98.45% |
| 08/11/2024 | 1.50% | 4.74 CHF | 4.82 CHF | 20,000 | 10,000 | 18,803 | 10,000 | 91,094 CHF | 49,293 CHF | 100.00% | 100.00% |
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