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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 | 0.14% | 7.19 CHF | 7.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 107,811 CHF | 107,961 CHF | 99.39% | 99.39% |
| 20/11/2024 | 0.13% | 7.41 CHF | 7.42 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 112,013 CHF | 112,163 CHF | 95.73% | 95.73% |
| 19/11/2024 | 0.13% | 7.34 CHF | 7.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 112,000 CHF | 112,150 CHF | 99.28% | 99.28% |
| 18/11/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 115,170 CHF | 115,320 CHF | 68.14% | 68.14% |
| 15/11/2024 | 0.13% | 7.88 CHF | 7.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 118,480 CHF | 118,630 CHF | 98.60% | 98.60% |
| 14/11/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 128,540 CHF | 128,690 CHF | 84.67% | 84.67% |
| 13/11/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 132,820 CHF | 132,970 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.11% | 8.89 CHF | 8.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 136,424 CHF | 136,574 CHF | 83.40% | 83.40% |
| 11/11/2024 | 0.11% | 9.63 CHF | 9.64 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 141,916 CHF | 142,066 CHF | 96.48% | 96.48% |
| 08/11/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 134,993 CHF | 135,143 CHF | 91.97% | 91.97% |
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