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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 | 0.64% | 9.47 CHF | 9.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 139,739 CHF | 140,639 CHF | 99.45% | 99.45% |
| 19/11/2024 | 0.63% | 9.17 CHF | 9.23 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 142,969 CHF | 143,869 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.59% | 9.79 CHF | 9.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 153,056 CHF | 153,956 CHF | 99.28% | 99.28% |
| 15/11/2024 | 0.57% | 10.55 CHF | 10.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 158,763 CHF | 159,663 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 11.11 CHF | 11.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 166,879 CHF | 167,779 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.56% | 10.83 CHF | 10.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 160,681 CHF | 161,581 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.57% | 10.75 CHF | 10.81 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 156,928 CHF | 157,828 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.60% | 10.05 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,155 CHF | 150,055 CHF | 99.76% | 99.76% |
| 08/11/2024 | 0.62% | 9.83 CHF | 9.89 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 143,833 CHF | 144,733 CHF | 99.16% | 99.16% |
| 07/11/2024 | 0.66% | 9.09 CHF | 9.15 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 136,776 CHF | 137,676 CHF | 99.96% | 99.96% |
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