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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 | 1.75% | 1.49 CHF | 1.51 CHF | 40,000 | 10,000 | 36,444 | 5,901 | 58,753 CHF | 9,606 CHF | 95.91% | 95.91% |
| 12/11/2024 | 1.86% | 1.48 CHF | 1.49 CHF | 40,000 | 7,500 | 40,000 | 5,285 | 62,494 CHF | 8,344 CHF | 95.95% | 95.95% |
| 11/11/2024 | 1.48% | 1.73 CHF | 1.75 CHF | 30,000 | 7,500 | 30,000 | 5,299 | 58,750 CHF | 10,409 CHF | 96.74% | 96.74% |
| 08/11/2024 | 1.28% | 2.00 CHF | 2.01 CHF | 30,000 | 7,500 | 30,000 | 5,610 | 67,431 CHF | 12,660 CHF | 87.55% | 87.55% |
| 07/11/2024 | 1.28% | 2.63 CHF | 2.64 CHF | 20,000 | 7,500 | 27,131 | 5,139 | 66,748 CHF | 12,951 CHF | 82.20% | 82.20% |
| 06/11/2024 | 1.58% | 2.22 CHF | 2.24 CHF | 30,000 | 7,500 | 32,742 | 5,778 | 59,044 CHF | 10,909 CHF | 68.64% | 68.64% |
| 05/11/2024 | 1.25% | 2.32 CHF | 2.33 CHF | 30,000 | 7,500 | 23,746 | 5,286 | 58,293 CHF | 13,112 CHF | 98.84% | 98.84% |
| 04/11/2024 | 1.37% | 2.26 CHF | 2.28 CHF | 30,000 | 7,500 | 30,000 | 5,276 | 66,453 CHF | 11,870 CHF | 99.36% | 99.36% |
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