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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 | 1.04% | 9.94 CHF | 10.04 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 96,000 CHF | 97,000 CHF | 71.25% | 71.25% |
| 19/11/2024 | 1.03% | 9.74 CHF | 9.84 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 96,919 CHF | 97,919 CHF | 81.24% | 81.24% |
| 18/11/2024 | 1.06% | 9.37 CHF | 9.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 94,092 CHF | 95,092 CHF | 6.67% | 6.67% |
| 15/11/2024 | 1.05% | 9.25 CHF | 9.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 94,720 CHF | 95,720 CHF | 62.69% | 62.69% |
| 14/11/2024 | 1.07% | 9.43 CHF | 9.53 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 92,616 CHF | 93,616 CHF | 90.24% | 90.24% |
| 13/11/2024 | 1.12% | 9.16 CHF | 9.26 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 89,041 CHF | 90,041 CHF | 82.05% | 82.05% |
| 12/11/2024 | 1.24% | 8.06 CHF | 8.16 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 80,283 CHF | 81,283 CHF | 0.73% | 0.73% |
| 11/11/2024 | 1.23% | 7.96 CHF | 8.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 80,625 CHF | 81,625 CHF | 64.08% | 64.08% |
| 08/11/2024 | 1.22% | 8.44 CHF | 8.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 81,757 CHF | 82,757 CHF | 60.38% | 60.38% |
| 07/11/2024 | 1.24% | 8.07 CHF | 8.17 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 80,185 CHF | 81,185 CHF | 74.36% | 74.36% |
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