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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 | 0.43% | 8.62 CHF | 8.66 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 69,043 CHF | 69,338 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 8.17 CHF | 8.21 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 65,348 CHF | 65,656 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.45% | 8.77 CHF | 8.81 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 69,845 CHF | 70,157 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.44% | 8.88 CHF | 8.92 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 63,365 CHF | 63,645 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.39% | 9.32 CHF | 9.36 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 71,446 CHF | 71,726 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.44% | 8.60 CHF | 8.64 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 66,383 CHF | 66,673 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.41% | 9.05 CHF | 9.09 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 66,159 CHF | 66,432 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.38% | 9.76 CHF | 9.80 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 67,898 CHF | 68,158 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.40% | 9.17 CHF | 9.20 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 64,442 CHF | 64,702 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.39% | 9.46 CHF | 9.50 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 75,505 CHF | 75,798 CHF | 100.00% | 100.00% |
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