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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 | 0.24% | 8.10 CHF | 8.12 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 81,694 CHF | 81,893 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.25% | 8.12 CHF | 8.14 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 81,416 CHF | 81,614 CHF | 98.88% | 98.88% |
| 18/11/2024 | 0.25% | 8.37 CHF | 8.39 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 81,478 CHF | 81,677 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.24% | 8.27 CHF | 8.29 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 83,665 CHF | 83,865 CHF | 72.06% | 72.06% |
| 14/11/2024 | 0.24% | 8.46 CHF | 8.48 CHF | 10,000 | 10,000 | 9,542 | 9,542 | 80,435 CHF | 80,626 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.25% | 7.98 CHF | 8.00 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 79,691 CHF | 79,889 CHF | 99.35% | 99.35% |
| 12/11/2024 | 0.25% | 8.01 CHF | 8.03 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 80,800 CHF | 80,998 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 8.35 CHF | 8.37 CHF | 10,000 | 10,000 | 9,897 | 9,897 | 83,144 CHF | 83,342 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.24% | 8.37 CHF | 8.39 CHF | 10,000 | 10,000 | 9,667 | 9,667 | 81,866 CHF | 82,059 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 8.63 CHF | 8.65 CHF | 9,000 | 9,000 | 9,027 | 9,027 | 78,640 CHF | 78,820 CHF | 100.00% | 100.00% |
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