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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 | 0.30% | 6.71 CHF | 6.73 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 132,510 CHF | 132,907 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 6.71 CHF | 6.73 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 132,765 CHF | 133,161 CHF | 98.78% | 98.78% |
| 18/11/2024 | 0.31% | 6.49 CHF | 6.51 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 128,297 CHF | 128,694 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 6.44 CHF | 6.46 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 128,312 CHF | 128,712 CHF | 71.66% | 71.66% |
| 14/11/2024 | 0.32% | 6.31 CHF | 6.33 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 123,698 CHF | 124,095 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.33% | 6.18 CHF | 6.20 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 121,135 CHF | 121,531 CHF | 99.45% | 99.45% |
| 12/11/2024 | 0.34% | 6.04 CHF | 6.06 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 117,307 CHF | 117,704 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.34% | 5.85 CHF | 5.87 CHF | 20,000 | 20,000 | 19,799 | 19,799 | 117,770 CHF | 118,166 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 6.10 CHF | 6.12 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 123,563 CHF | 123,960 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 6.41 CHF | 6.43 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 127,648 CHF | 128,045 CHF | 100.00% | 100.00% |
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