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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.45% | 6.95 CHF | 6.98 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 47,513 CHF | 47,728 CHF | 99.22% | 99.27% |
| 20/11/2024 | 0.47% | 6.83 CHF | 6.87 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 48,041 CHF | 48,266 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 6.79 CHF | 6.82 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 45,887 CHF | 46,111 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.48% | 6.86 CHF | 6.90 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 46,920 CHF | 47,147 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.47% | 6.95 CHF | 6.98 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 48,964 CHF | 49,195 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.44% | 7.12 CHF | 7.15 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 47,612 CHF | 47,823 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.46% | 6.47 CHF | 6.50 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 46,233 CHF | 46,446 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 6.67 CHF | 6.70 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 41,214 CHF | 41,410 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.44% | 7.36 CHF | 7.39 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 44,650 CHF | 44,847 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.45% | 7.30 CHF | 7.34 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 44,213 CHF | 44,410 CHF | 100.00% | 100.00% |
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