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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 | 0.39% | 7.81 CHF | 7.84 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 76,501 CHF | 76,799 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.34% | 7.73 CHF | 7.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 113,841 CHF | 114,232 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.41% | 6.74 CHF | 6.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 102,160 CHF | 102,582 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.38% | 7.17 CHF | 7.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 103,549 CHF | 103,948 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.44% | 6.54 CHF | 6.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 101,806 CHF | 102,253 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.41% | 7.22 CHF | 7.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 107,595 CHF | 108,034 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.39% | 7.09 CHF | 7.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 104,054 CHF | 104,462 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.43% | 6.49 CHF | 6.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 94,824 CHF | 95,233 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 6.49 CHF | 6.51 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 95,813 CHF | 96,202 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.43% | 6.23 CHF | 6.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 91,555 CHF | 91,945 CHF | 100.00% | 100.00% |
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