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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 | 0.31% | 37.00 CHF | 37.12 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 306,591 CHF | 307,551 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 37.34 CHF | 37.46 CHF | 8,000 | 8,000 | 7,975 | 7,975 | 293,189 CHF | 294,146 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 39.51 CHF | 39.63 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 312,436 CHF | 313,396 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.32% | 39.40 CHF | 39.53 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 322,881 CHF | 323,921 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.30% | 40.94 CHF | 41.06 CHF | 8,000 | 8,000 | 7,960 | 7,960 | 318,957 CHF | 319,913 CHF | 99.94% | 99.94% |
| 13/11/2024 | 0.32% | 37.48 CHF | 37.60 CHF | 8,000 | 8,000 | 7,980 | 7,980 | 302,303 CHF | 303,262 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 38.14 CHF | 38.28 CHF | 7,000 | 7,000 | 6,980 | 6,980 | 291,778 CHF | 292,756 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.28% | 45.67 CHF | 45.80 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 365,560 CHF | 366,600 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 42.81 CHF | 42.95 CHF | 7,000 | 7,000 | 6,983 | 6,983 | 305,926 CHF | 306,904 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 46.35 CHF | 46.49 CHF | 7,000 | 7,000 | 6,967 | 6,967 | 317,775 CHF | 318,751 CHF | 100.00% | 100.00% |
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