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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 | 0.22% | 10.15 CHF | 10.20 CHF | 8,100 | 8,100 | 7,937 | 7,937 | 78,906 CHF | 79,085 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.38% | 10.05 CHF | 10.10 CHF | 8,000 | 8,000 | 7,953 | 7,953 | 79,734 CHF | 80,039 CHF | 98.95% | 98.95% |
| 18/11/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 8,000 | 8,000 | 7,916 | 7,916 | 77,621 CHF | 77,700 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.11% | 9.64 CHF | 9.65 CHF | 7,900 | 7,900 | 7,900 | 7,900 | 75,065 CHF | 75,144 CHF | 72.15% | 72.15% |
| 14/11/2024 | 0.11% | 9.32 CHF | 9.33 CHF | 7,800 | 7,800 | 7,801 | 7,801 | 73,814 CHF | 73,892 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.11% | 9.50 CHF | 9.51 CHF | 7,900 | 7,900 | 7,788 | 7,788 | 73,595 CHF | 73,673 CHF | 99.41% | 99.41% |
| 12/11/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 7,800 | 7,800 | 7,638 | 7,638 | 68,330 CHF | 68,407 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 7,600 | 7,600 | 7,529 | 7,529 | 65,113 CHF | 65,189 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 7,800 | 7,800 | 7,631 | 7,631 | 68,744 CHF | 68,821 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.12% | 8.53 CHF | 8.54 CHF | 7,600 | 7,600 | 7,581 | 7,581 | 65,857 CHF | 65,933 CHF | 100.00% | 100.00% |
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