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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 | 0.91% | 10.39 CHF | 10.49 CHF | 7,800 | 7,800 | 7,711 | 7,711 | 84,202 CHF | 84,973 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.15% | 8.89 CHF | 8.99 CHF | 8,000 | 8,000 | 7,996 | 7,996 | 69,054 CHF | 69,853 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.12% | 9.20 CHF | 9.30 CHF | 7,800 | 7,800 | 7,976 | 7,976 | 71,128 CHF | 71,926 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.16% | 9.08 CHF | 9.19 CHF | 7,500 | 7,500 | 7,321 | 7,321 | 69,042 CHF | 69,847 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.10% | 9.79 CHF | 9.90 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 69,370 CHF | 70,140 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 10.33 CHF | 10.44 CHF | 7,100 | 7,100 | 7,068 | 7,068 | 74,109 CHF | 74,886 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.18% | 10.45 CHF | 10.59 CHF | 5,700 | 5,700 | 5,608 | 5,608 | 66,528 CHF | 67,313 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.98% | 13.14 CHF | 13.27 CHF | 6,100 | 6,100 | 6,101 | 6,101 | 80,346 CHF | 81,139 CHF | 99.64% | 99.64% |
| 08/11/2024 | 1.12% | 11.91 CHF | 12.04 CHF | 6,200 | 6,200 | 6,203 | 6,203 | 71,655 CHF | 72,462 CHF | 98.70% | 98.70% |
| 07/11/2024 | 0.92% | 11.79 CHF | 11.90 CHF | 7,000 | 7,000 | 7,002 | 7,002 | 83,081 CHF | 83,851 CHF | 100.00% | 100.00% |
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