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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 | 0.72% | 4.07 CHF | 4.09 CHF | 20,000 | 10,000 | 20,000 | 5,900 | 78,487 CHF | 23,427 CHF | 95.98% | 95.98% |
| 12/11/2024 | 0.75% | 4.08 CHF | 4.10 CHF | 20,000 | 7,500 | 20,000 | 5,284 | 79,635 CHF | 21,255 CHF | 96.04% | 96.04% |
| 11/11/2024 | 0.85% | 3.82 CHF | 3.83 CHF | 20,000 | 7,500 | 20,000 | 5,298 | 71,491 CHF | 19,217 CHF | 96.79% | 96.79% |
| 08/11/2024 | 0.91% | 3.54 CHF | 3.55 CHF | 20,000 | 7,500 | 20,000 | 5,610 | 65,246 CHF | 18,577 CHF | 87.56% | 87.56% |
| 07/11/2024 | 1.01% | 2.89 CHF | 2.90 CHF | 20,000 | 7,500 | 20,000 | 5,139 | 60,952 CHF | 15,706 CHF | 82.24% | 82.24% |
| 06/11/2024 | 0.76% | 3.32 CHF | 3.33 CHF | 20,000 | 7,500 | 20,000 | 5,615 | 74,758 CHF | 20,939 CHF | 86.81% | 86.81% |
| 05/11/2024 | 1.04% | 3.15 CHF | 3.17 CHF | 20,000 | 7,500 | 20,000 | 5,285 | 59,588 CHF | 16,010 CHF | 98.93% | 98.93% |
| 04/11/2024 | 0.96% | 3.20 CHF | 3.22 CHF | 20,000 | 7,500 | 20,000 | 5,275 | 64,732 CHF | 17,199 CHF | 99.42% | 99.42% |
| 01/11/2024 | 0.79% | 3.33 CHF | 3.35 CHF | 20,000 | 7,500 | 20,000 | 5,900 | 66,849 CHF | 19,833 CHF | 93.73% | 93.73% |
| 31/10/2024 | 0.79% | 3.35 CHF | 3.36 CHF | 20,000 | 7,500 | 20,000 | 5,847 | 68,218 CHF | 20,104 CHF | 99.75% | 99.75% |
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