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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 | 1.14% | 8.91 CHF | 9.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 91,351 CHF | 92,394 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.16% | 8.53 CHF | 8.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 87,668 CHF | 88,694 CHF | 93.14% | 93.14% |
| 18/11/2024 | 1.11% | 8.34 CHF | 8.43 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 79,023 CHF | 79,903 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.17% | 7.06 CHF | 7.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 69,014 CHF | 69,824 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.27% | 6.76 CHF | 6.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 62,026 CHF | 62,811 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.19% | 6.64 CHF | 6.72 CHF | 10,000 | 10,000 | 10,000 | 9,970 | 65,792 CHF | 66,380 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.30% | 6.29 CHF | 6.38 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 68,629 CHF | 69,529 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 7.52 CHF | 7.59 CHF | 10,000 | 10,000 | 8,251 | 8,251 | 63,768 CHF | 64,381 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.32% | 5.95 CHF | 6.03 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,545 CHF | 60,334 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.92% | 6.51 CHF | 6.56 CHF | 20,000 | 20,000 | 14,966 | 14,966 | 98,261 CHF | 99,110 CHF | 88.62% | 88.62% |
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