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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 | 0.49% | 6.58 CHF | 6.61 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 45,479 CHF | 45,701 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 6.32 CHF | 6.36 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 41,167 CHF | 41,394 CHF | 97.66% | 97.66% |
| 18/11/2024 | 0.49% | 7.79 CHF | 7.82 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 46,022 CHF | 46,249 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.48% | 7.71 CHF | 7.75 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 46,646 CHF | 46,873 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.40% | 8.16 CHF | 8.19 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 48,248 CHF | 48,443 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.44% | 7.96 CHF | 7.99 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 46,441 CHF | 46,644 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.42% | 8.39 CHF | 8.42 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 51,783 CHF | 52,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.38% | 8.91 CHF | 8.94 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 54,987 CHF | 55,199 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.40% | 8.76 CHF | 8.79 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 51,876 CHF | 52,083 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 8.53 CHF | 8.57 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 52,966 CHF | 53,176 CHF | 100.00% | 100.00% |
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