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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 | 0.52% | 11.59 CHF | 11.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 171,456 CHF | 172,356 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.51% | 11.27 CHF | 11.33 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 174,592 CHF | 175,492 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.49% | 11.90 CHF | 11.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 184,836 CHF | 185,736 CHF | 99.27% | 99.27% |
| 15/11/2024 | 0.47% | 12.67 CHF | 12.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 190,588 CHF | 191,488 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.45% | 13.23 CHF | 13.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 198,740 CHF | 199,640 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 12.94 CHF | 13.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 192,320 CHF | 193,220 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 12.86 CHF | 12.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 188,526 CHF | 189,426 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.50% | 12.15 CHF | 12.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 180,670 CHF | 181,570 CHF | 99.75% | 99.75% |
| 08/11/2024 | 0.51% | 11.92 CHF | 11.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 175,092 CHF | 175,992 CHF | 99.15% | 99.15% |
| 07/11/2024 | 0.53% | 11.17 CHF | 11.23 CHF | 15,000 | 15,000 | 14,996 | 14,996 | 168,141 CHF | 169,041 CHF | 99.96% | 99.96% |
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