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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 | 0.66% | 6.32 CHF | 6.37 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 130,548 CHF | 131,417 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 5.73 CHF | 5.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 112,542 CHF | 113,411 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.76% | 5.85 CHF | 5.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 114,797 CHF | 115,676 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 5.81 CHF | 5.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,439 CHF | 59,897 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 6.08 CHF | 6.13 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,275 CHF | 61,749 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.74% | 6.28 CHF | 6.33 CHF | 10,000 | 10,000 | 10,000 | 9,970 | 63,431 CHF | 63,714 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.79% | 6.34 CHF | 6.39 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 68,156 CHF | 68,697 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 7.25 CHF | 7.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 72,588 CHF | 73,092 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 6.81 CHF | 6.86 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 66,830 CHF | 67,335 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.71% | 6.77 CHF | 6.81 CHF | 10,000 | 10,000 | 10,000 | 9,870 | 67,908 CHF | 67,541 CHF | 99.13% | 99.13% |
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