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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.47% | 10.55 CHF | 10.60 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 84,534 CHF | 84,931 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 8,000 | 8,000 | 8,555 | 8,555 | 88,338 CHF | 88,766 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.36% | 10.10 CHF | 10.15 CHF | 9,000 | 9,000 | 8,914 | 8,914 | 88,604 CHF | 88,920 CHF | 98.89% | 98.89% |
| 18/11/2024 | 0.37% | 9.96 CHF | 9.99 CHF | 9,000 | 9,000 | 8,882 | 8,882 | 88,470 CHF | 88,801 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.45% | 10.05 CHF | 10.10 CHF | 9,000 | 9,000 | 8,129 | 8,129 | 89,502 CHF | 89,908 CHF | 71.60% | 71.60% |
| 14/11/2024 | 0.41% | 12.30 CHF | 12.35 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 97,119 CHF | 97,515 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.42% | 12.30 CHF | 12.35 CHF | 8,000 | 8,000 | 7,924 | 7,924 | 95,583 CHF | 95,980 CHF | 98.49% | 98.49% |
| 12/11/2024 | 0.41% | 12.45 CHF | 12.50 CHF | 8,000 | 8,000 | 7,924 | 7,924 | 98,022 CHF | 98,419 CHF | 99.65% | 99.65% |
| 11/11/2024 | 0.41% | 12.15 CHF | 12.20 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 96,777 CHF | 97,174 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.43% | 11.90 CHF | 11.95 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 93,429 CHF | 93,826 CHF | 100.00% | 100.00% |
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