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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 | 0.16% | 6.33 CHF | 6.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 94,934 CHF | 95,084 CHF | 99.37% | 99.37% |
| 20/11/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,071 CHF | 99,221 CHF | 95.72% | 95.72% |
| 19/11/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,069 CHF | 99,219 CHF | 99.28% | 99.28% |
| 18/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 102,212 CHF | 102,362 CHF | 68.14% | 68.14% |
| 15/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 105,491 CHF | 105,641 CHF | 98.60% | 98.60% |
| 14/11/2024 | 0.13% | 7.30 CHF | 7.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 115,626 CHF | 115,776 CHF | 84.02% | 84.02% |
| 13/11/2024 | 0.13% | 8.04 CHF | 8.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 119,847 CHF | 119,997 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.12% | 8.02 CHF | 8.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 123,465 CHF | 123,615 CHF | 83.43% | 83.43% |
| 11/11/2024 | 0.12% | 8.77 CHF | 8.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 128,943 CHF | 129,093 CHF | 98.77% | 98.77% |
| 08/11/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 121,906 CHF | 122,056 CHF | 95.61% | 95.61% |
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