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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 | 0.70% | 8.67 CHF | 8.73 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 127,753 CHF | 128,653 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.69% | 8.37 CHF | 8.43 CHF | 15,000 | 15,000 | 14,995 | 14,995 | 131,022 CHF | 131,922 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.64% | 8.99 CHF | 9.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 141,049 CHF | 141,949 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.61% | 9.74 CHF | 9.80 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 146,732 CHF | 147,632 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 10.30 CHF | 10.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 154,842 CHF | 155,742 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.60% | 10.03 CHF | 10.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,726 CHF | 149,626 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.62% | 9.96 CHF | 10.02 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 144,991 CHF | 145,891 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.65% | 9.25 CHF | 9.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 137,249 CHF | 138,149 CHF | 99.77% | 99.77% |
| 08/11/2024 | 0.68% | 9.04 CHF | 9.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 132,022 CHF | 132,922 CHF | 99.16% | 99.16% |
| 07/11/2024 | 0.72% | 8.30 CHF | 8.36 CHF | 15,000 | 15,000 | 14,994 | 14,994 | 124,931 CHF | 125,831 CHF | 99.96% | 99.96% |
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