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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 | 0.85% | 5.05 CHF | 5.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 97,025 CHF | 97,857 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.72% | 5.61 CHF | 5.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 114,198 CHF | 115,028 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.73% | 5.50 CHF | 5.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 112,074 CHF | 112,900 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.73% | 5.54 CHF | 5.58 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 108,510 CHF | 109,301 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.72% | 5.31 CHF | 5.34 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 105,400 CHF | 106,167 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.77% | 5.15 CHF | 5.19 CHF | 20,000 | 20,000 | 19,777 | 19,747 | 100,808 CHF | 101,427 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.69% | 5.13 CHF | 5.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 96,471 CHF | 97,137 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 4.55 CHF | 4.59 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 90,797 CHF | 91,543 CHF | 100.00% | 100.00% |
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