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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.95% | 5.33 CHF | 5.35 CHF | 10,000 | 5,000 | 12,300 | 2,982 | 62,196 CHF | 15,445 CHF | 99.47% | 99.47% |
| 22/11/2024 | 1.04% | 4.88 CHF | 4.91 CHF | 20,000 | 5,000 | 20,000 | 2,986 | 93,567 CHF | 14,188 CHF | 98.99% | 98.99% |
| 20/11/2024 | 0.95% | 5.21 CHF | 5.23 CHF | 10,000 | 5,000 | 13,645 | 2,980 | 68,583 CHF | 15,290 CHF | 99.64% | 99.64% |
| 19/11/2024 | 0.97% | 4.90 CHF | 4.92 CHF | 20,000 | 5,000 | 19,587 | 2,980 | 96,214 CHF | 14,791 CHF | 99.65% | 99.65% |
| 18/11/2024 | 0.88% | 5.16 CHF | 5.18 CHF | 10,000 | 5,000 | 10,000 | 2,984 | 53,396 CHF | 16,025 CHF | 98.83% | 98.83% |
| 15/11/2024 | 0.93% | 5.23 CHF | 5.26 CHF | 10,000 | 5,000 | 15,190 | 3,015 | 75,815 CHF | 15,341 CHF | 96.19% | 96.19% |
| 14/11/2024 | 0.95% | 4.87 CHF | 4.89 CHF | 20,000 | 5,000 | 12,686 | 2,980 | 62,973 CHF | 14,911 CHF | 99.64% | 99.64% |
| 13/11/2024 | 1.02% | 5.10 CHF | 5.13 CHF | 10,000 | 5,000 | 18,692 | 3,003 | 87,604 CHF | 14,431 CHF | 97.30% | 97.30% |
| 12/11/2024 | 1.04% | 4.88 CHF | 4.90 CHF | 20,000 | 5,000 | 20,000 | 2,980 | 94,777 CHF | 14,258 CHF | 99.57% | 99.57% |
| 11/11/2024 | 1.21% | 4.52 CHF | 4.55 CHF | 20,000 | 5,000 | 20,000 | 2,874 | 84,223 CHF | 12,398 CHF | 99.64% | 99.64% |
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