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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 | 0.68% | 6.67 CHF | 6.69 CHF | 5,510 | 5,510 | 3,652 | 3,652 | 24,868 CHF | 25,022 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 6.72 CHF | 6.74 CHF | 5,510 | 5,510 | 3,679 | 3,679 | 24,794 CHF | 24,949 CHF | 99.07% | 99.07% |
| 18/11/2024 | 0.70% | 6.90 CHF | 6.92 CHF | 5,430 | 5,430 | 3,692 | 3,692 | 24,725 CHF | 24,882 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.70% | 6.53 CHF | 6.55 CHF | 5,600 | 5,600 | 3,674 | 3,674 | 24,520 CHF | 24,680 CHF | 72.07% | 72.07% |
| 14/11/2024 | 0.66% | 6.87 CHF | 6.89 CHF | 5,450 | 5,450 | 3,613 | 3,613 | 25,186 CHF | 25,339 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.65% | 7.06 CHF | 7.08 CHF | 5,360 | 5,360 | 3,571 | 3,571 | 25,550 CHF | 25,701 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.62% | 7.25 CHF | 7.27 CHF | 5,300 | 5,300 | 3,504 | 3,504 | 25,910 CHF | 26,058 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.62% | 7.50 CHF | 7.52 CHF | 5,210 | 5,210 | 3,483 | 3,483 | 26,148 CHF | 26,295 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.61% | 7.65 CHF | 7.67 CHF | 5,170 | 5,170 | 3,466 | 3,466 | 26,502 CHF | 26,648 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.63% | 7.54 CHF | 7.56 CHF | 5,240 | 5,240 | 3,533 | 3,533 | 26,267 CHF | 26,416 CHF | 100.00% | 100.00% |
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