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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.22% | 5.34 CHF | 5.35 CHF | 10,000 | 1,000 | 10,000 | 1,000 | 51,967 CHF | 5,208 CHF | 95.24% | 95.24% |
| 12/11/2024 | 0.22% | 5.34 CHF | 5.35 CHF | 10,000 | 1,000 | 10,000 | 1,000 | 52,499 CHF | 5,261 CHF | 95.98% | 95.98% |
| 11/11/2024 | 0.24% | 5.07 CHF | 5.09 CHF | 10,000 | 1,000 | 18,531 | 1,000 | 89,368 CHF | 4,850 CHF | 96.76% | 96.76% |
| 08/11/2024 | 0.25% | 4.78 CHF | 4.79 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 90,132 CHF | 4,518 CHF | 87.55% | 87.55% |
| 07/11/2024 | 0.26% | 4.13 CHF | 4.14 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 86,029 CHF | 4,313 CHF | 82.21% | 82.21% |
| 06/11/2024 | 0.25% | 4.56 CHF | 4.58 CHF | 20,000 | 1,000 | 12,969 | 1,000 | 63,835 CHF | 5,001 CHF | 86.80% | 86.80% |
| 05/11/2024 | 0.27% | 4.38 CHF | 4.39 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 84,225 CHF | 4,223 CHF | 98.86% | 98.86% |
| 04/11/2024 | 0.28% | 4.43 CHF | 4.44 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 89,401 CHF | 4,482 CHF | 99.39% | 99.39% |
| 01/11/2024 | 0.26% | 4.57 CHF | 4.58 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 91,596 CHF | 4,592 CHF | 93.67% | 93.67% |
| 31/10/2024 | 0.25% | 4.57 CHF | 4.59 CHF | 20,000 | 1,000 | 20,000 | 1,000 | 92,883 CHF | 4,656 CHF | 99.74% | 99.74% |
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