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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 | 1.31% | 5.82 CHF | 5.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,776 CHF | 60,564 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.36% | 5.90 CHF | 5.98 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,251 CHF | 59,051 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.37% | 6.05 CHF | 6.13 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 54,910 CHF | 55,669 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.32% | 6.22 CHF | 6.30 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 56,996 CHF | 57,752 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.36% | 6.28 CHF | 6.37 CHF | 10,000 | 10,000 | 9,953 | 9,953 | 61,389 CHF | 62,223 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.37% | 6.08 CHF | 6.16 CHF | 9,000 | 9,000 | 8,977 | 8,977 | 55,349 CHF | 56,110 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.40% | 6.27 CHF | 6.36 CHF | 9,000 | 9,000 | 8,977 | 8,977 | 58,245 CHF | 59,062 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.26% | 6.86 CHF | 6.95 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 61,586 CHF | 62,370 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.33% | 6.49 CHF | 6.57 CHF | 9,000 | 9,000 | 8,977 | 8,977 | 57,916 CHF | 58,687 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.30% | 6.47 CHF | 6.55 CHF | 9,000 | 9,000 | 8,956 | 8,956 | 58,648 CHF | 59,410 CHF | 100.00% | 100.00% |
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