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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 | 1.73% | 5.43 CHF | 5.52 CHF | 750 | 750 | 750 | 750 | 4,016 CHF | 4,086 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.67% | 5.51 CHF | 5.60 CHF | 750 | 750 | 750 | 750 | 4,293 CHF | 4,365 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.72% | 5.54 CHF | 5.64 CHF | 750 | 750 | 750 | 750 | 4,211 CHF | 4,284 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.84% | 5.51 CHF | 5.62 CHF | 750 | 750 | 750 | 750 | 4,212 CHF | 4,291 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.90% | 5.83 CHF | 5.96 CHF | 500 | 500 | 500 | 500 | 3,053 CHF | 3,143 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.78% | 6.42 CHF | 6.61 CHF | 500 | 500 | 500 | 500 | 3,247 CHF | 3,338 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.60% | 6.38 CHF | 6.54 CHF | 750 | 750 | 750 | 750 | 4,734 CHF | 4,858 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.04% | 5.81 CHF | 5.98 CHF | 750 | 750 | 750 | 750 | 4,115 CHF | 4,241 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.33% | 5.97 CHF | 6.12 CHF | 750 | 750 | 750 | 750 | 4,885 CHF | 5,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.84% | 5.52 CHF | 5.68 CHF | 750 | 750 | 750 | 750 | 4,327 CHF | 4,452 CHF | 100.00% | 100.00% |
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