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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 | 2.39% | 5.64 CHF | 5.78 CHF | 750 | 750 | 750 | 750 | 4,304 CHF | 4,409 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.53% | 5.62 CHF | 5.76 CHF | 750 | 750 | 750 | 750 | 4,166 CHF | 4,273 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.41% | 5.87 CHF | 6.01 CHF | 750 | 750 | 750 | 750 | 4,405 CHF | 4,512 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.42% | 5.97 CHF | 6.12 CHF | 750 | 750 | 750 | 750 | 4,419 CHF | 4,527 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.43% | 5.80 CHF | 5.96 CHF | 750 | 750 | 750 | 750 | 4,291 CHF | 4,396 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.44% | 5.60 CHF | 5.74 CHF | 750 | 750 | 750 | 750 | 4,186 CHF | 4,290 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.55% | 5.55 CHF | 5.70 CHF | 750 | 750 | 750 | 750 | 4,168 CHF | 4,275 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.36% | 6.01 CHF | 6.16 CHF | 750 | 750 | 750 | 750 | 4,660 CHF | 4,771 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.44% | 6.02 CHF | 6.16 CHF | 750 | 750 | 750 | 750 | 4,383 CHF | 4,491 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.31% | 5.78 CHF | 5.91 CHF | 750 | 750 | 750 | 750 | 4,355 CHF | 4,457 CHF | 100.00% | 100.00% |
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