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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 | 0.20% | 9.21 CHF | 9.22 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 76,020 CHF | 76,174 CHF | 99.48% | 99.48% |
| 19/11/2024 | 0.22% | 9.03 CHF | 9.05 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 71,913 CHF | 72,075 CHF | 99.01% | 99.01% |
| 18/11/2024 | 0.20% | 9.85 CHF | 9.87 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 78,152 CHF | 78,311 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.20% | 9.61 CHF | 9.63 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 76,530 CHF | 76,685 CHF | 98.86% | 98.86% |
| 14/11/2024 | 0.22% | 9.41 CHF | 9.42 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 82,119 CHF | 82,299 CHF | 99.50% | 99.50% |
| 13/11/2024 | 0.24% | 8.37 CHF | 8.39 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 71,235 CHF | 71,405 CHF | 99.47% | 99.50% |
| 12/11/2024 | 0.24% | 8.98 CHF | 9.00 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 76,150 CHF | 76,333 CHF | 99.52% | 99.56% |
| 11/11/2024 | 0.22% | 9.95 CHF | 9.97 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 85,135 CHF | 85,319 CHF | 99.52% | 99.52% |
| 08/11/2024 | 0.26% | 8.54 CHF | 8.56 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 70,460 CHF | 70,640 CHF | 99.03% | 99.03% |
| 07/11/2024 | 0.23% | 9.93 CHF | 9.95 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 82,093 CHF | 82,281 CHF | 99.55% | 99.55% |
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