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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 | 0.80% | 7.95 CHF | 8.01 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 48,860 CHF | 49,255 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 7.61 CHF | 7.67 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 47,014 CHF | 47,402 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 7.42 CHF | 7.48 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 49,293 CHF | 49,686 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 6.29 CHF | 6.34 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 49,180 CHF | 49,594 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 6.02 CHF | 6.07 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 44,249 CHF | 44,601 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.74% | 5.92 CHF | 5.96 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 46,924 CHF | 47,274 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 5.61 CHF | 5.66 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 42,842 CHF | 43,190 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.58% | 6.70 CHF | 6.74 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 62,095 CHF | 62,458 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 5.30 CHF | 5.34 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 42,454 CHF | 42,811 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.52% | 5.79 CHF | 5.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,831 CHF | 58,133 CHF | 100.00% | 100.00% |
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