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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 | 0.32% | 10.70 CHF | 10.73 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 65,752 CHF | 65,963 CHF | 99.56% | 99.56% |
| 19/11/2024 | 0.32% | 10.84 CHF | 10.88 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 64,407 CHF | 64,615 CHF | 99.50% | 99.50% |
| 18/11/2024 | 0.31% | 10.84 CHF | 10.87 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 65,768 CHF | 65,971 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.31% | 10.54 CHF | 10.57 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 63,776 CHF | 63,975 CHF | 98.91% | 98.91% |
| 14/11/2024 | 0.29% | 10.44 CHF | 10.47 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 59,460 CHF | 59,631 CHF | 99.53% | 99.53% |
| 13/11/2024 | 0.32% | 9.40 CHF | 9.43 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 57,604 CHF | 57,787 CHF | 99.44% | 99.50% |
| 12/11/2024 | 0.29% | 10.16 CHF | 10.19 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 64,313 CHF | 64,501 CHF | 99.52% | 99.52% |
| 11/11/2024 | 0.30% | 10.71 CHF | 10.74 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 63,078 CHF | 63,264 CHF | 99.55% | 99.55% |
| 08/11/2024 | 0.34% | 10.16 CHF | 10.19 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 51,258 CHF | 51,430 CHF | 99.02% | 99.02% |
| 07/11/2024 | 0.27% | 11.86 CHF | 11.89 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 71,298 CHF | 71,492 CHF | 99.42% | 99.48% |
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