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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 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
| 20/11/2024 | 2.60% | 4.78 CHF | 4.90 CHF | 20,000 | 5,000 | 19,368 | 5,000 | 91,861 CHF | 24,384 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.52% | 5.08 CHF | 5.22 CHF | 10,000 | 5,000 | 10,147 | 5,000 | 54,948 CHF | 27,799 CHF | 84.94% | 84.94% |
| 18/11/2024 | 2.35% | 5.43 CHF | 5.56 CHF | 10,000 | 5,000 | 11,207 | 5,000 | 59,919 CHF | 27,746 CHF | 99.54% | 99.54% |
| 15/11/2024 | 1.74% | 5.33 CHF | 5.41 CHF | 10,000 | 10,000 | 18,821 | 10,000 | 82,737 CHF | 45,193 CHF | 77.20% | 77.20% |
| 14/11/2024 | 2.35% | 3.23 CHF | 3.31 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 65,662 CHF | 33,612 CHF | 99.44% | 99.44% |
| 13/11/2024 | 2.24% | 3.27 CHF | 3.34 CHF | 20,000 | 10,000 | 20,000 | 9,937 | 69,308 CHF | 35,216 CHF | 98.88% | 98.88% |
| 12/11/2024 | 2.59% | 3.11 CHF | 3.20 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 64,467 CHF | 33,077 CHF | 88.40% | 88.40% |
| 11/11/2024 | 2.66% | 3.42 CHF | 3.51 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 66,720 CHF | 34,260 CHF | 98.45% | 98.45% |
| 08/11/2024 | 2.38% | 3.66 CHF | 3.75 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 76,092 CHF | 38,963 CHF | 100.00% | 100.00% |
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