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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 | 1.37% | 6.79 CHF | 6.88 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 60,021 CHF | 60,848 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.26% | 6.77 CHF | 6.86 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 61,468 CHF | 62,249 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.30% | 6.65 CHF | 6.74 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 59,152 CHF | 59,924 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.33% | 6.47 CHF | 6.55 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 57,292 CHF | 58,056 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.33% | 6.43 CHF | 6.52 CHF | 9,000 | 9,000 | 8,955 | 8,955 | 58,423 CHF | 59,197 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.29% | 6.59 CHF | 6.68 CHF | 9,000 | 9,000 | 8,977 | 8,977 | 58,711 CHF | 59,471 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.25% | 6.43 CHF | 6.50 CHF | 10,000 | 10,000 | 9,978 | 9,978 | 62,171 CHF | 62,947 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.42% | 5.90 CHF | 5.99 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 53,459 CHF | 54,226 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.32% | 6.29 CHF | 6.37 CHF | 9,000 | 9,000 | 8,978 | 8,978 | 57,026 CHF | 57,779 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.43% | 6.38 CHF | 6.46 CHF | 9,000 | 9,000 | 8,955 | 8,955 | 56,376 CHF | 57,177 CHF | 100.00% | 100.00% |
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