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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 | 0.63% | 9.80 CHF | 9.86 CHF | 2,900 | 2,900 | 2,849 | 2,849 | 27,183 CHF | 27,354 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.56% | 9.34 CHF | 9.40 CHF | 3,000 | 3,000 | 3,074 | 3,074 | 29,438 CHF | 29,603 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.67% | 8.89 CHF | 8.95 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 26,599 CHF | 26,779 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.69% | 8.79 CHF | 8.85 CHF | 2,900 | 2,900 | 2,900 | 2,900 | 25,121 CHF | 25,295 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 8.99 CHF | 9.05 CHF | 2,800 | 2,800 | 2,813 | 2,813 | 26,020 CHF | 26,189 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.54% | 9.22 CHF | 9.27 CHF | 3,100 | 3,100 | 3,100 | 3,100 | 28,381 CHF | 28,536 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.57% | 8.90 CHF | 8.95 CHF | 3,600 | 3,600 | 3,600 | 3,600 | 31,221 CHF | 31,401 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.68% | 7.43 CHF | 7.48 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 24,227 CHF | 24,392 CHF | 99.64% | 99.64% |
| 08/11/2024 | 0.56% | 7.76 CHF | 7.80 CHF | 3,800 | 3,800 | 3,799 | 3,799 | 28,719 CHF | 28,880 CHF | 98.70% | 98.70% |
| 07/11/2024 | 0.73% | 6.86 CHF | 6.91 CHF | 3,600 | 3,600 | 3,584 | 3,584 | 24,337 CHF | 24,516 CHF | 99.44% | 99.44% |
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