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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 | 1.60% | 3.89 CHF | 3.95 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 56,018 CHF | 56,918 CHF | 99.45% | 99.45% |
| 19/11/2024 | 1.51% | 3.61 CHF | 3.67 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 59,511 CHF | 60,411 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.29% | 4.20 CHF | 4.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 69,177 CHF | 70,077 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.20% | 4.95 CHF | 5.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 74,762 CHF | 75,662 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.08% | 5.51 CHF | 5.57 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 82,796 CHF | 83,696 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.16% | 5.26 CHF | 5.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 77,181 CHF | 78,081 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.22% | 5.19 CHF | 5.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 73,537 CHF | 74,437 CHF | 99.79% | 99.79% |
| 11/11/2024 | 1.36% | 4.50 CHF | 4.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 65,979 CHF | 66,879 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.46% | 4.32 CHF | 4.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 61,335 CHF | 62,235 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.65% | 3.59 CHF | 3.65 CHF | 15,000 | 15,000 | 14,996 | 14,996 | 54,064 CHF | 54,964 CHF | 100.00% | 100.00% |
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