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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 | 0.52% | 5.52 CHF | 5.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 84,134 CHF | 84,571 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 5.61 CHF | 5.64 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,046 CHF | 55,342 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.55% | 5.66 CHF | 5.69 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,834 CHF | 56,141 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.56% | 5.85 CHF | 5.88 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,785 CHF | 60,119 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 6.63 CHF | 6.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 63,303 CHF | 63,639 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.57% | 6.11 CHF | 6.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 60,994 CHF | 61,343 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.56% | 6.38 CHF | 6.41 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 65,452 CHF | 65,823 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.53% | 6.85 CHF | 6.88 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 69,080 CHF | 69,447 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.54% | 6.77 CHF | 6.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 68,621 CHF | 68,991 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.55% | 6.79 CHF | 6.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 71,125 CHF | 71,518 CHF | 100.00% | 100.00% |
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