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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 | 0.27% | 5.57 CHF | 5.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,783 CHF | 58,941 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.27% | 5.82 CHF | 5.83 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 59,265 CHF | 59,425 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.29% | 5.98 CHF | 6.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 57,284 CHF | 57,450 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.29% | 6.46 CHF | 6.48 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 69,248 CHF | 69,451 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 7.97 CHF | 7.99 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 76,932 CHF | 77,096 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.26% | 6.16 CHF | 6.18 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,895 CHF | 62,057 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 6.43 CHF | 6.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 65,789 CHF | 65,951 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 6.40 CHF | 6.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,348 CHF | 64,504 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.26% | 6.01 CHF | 6.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,059 CHF | 61,219 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.25% | 6.18 CHF | 6.19 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 60,704 CHF | 60,853 CHF | 100.00% | 100.00% |
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