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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.25% | 8.85 CHF | 8.88 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 79,224 CHF | 79,422 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.25% | 8.56 CHF | 8.58 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 74,819 CHF | 75,005 CHF | 99.25% | 99.27% |
| 20/11/2024 | 0.26% | 7.75 CHF | 7.77 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 71,253 CHF | 71,437 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.27% | 7.90 CHF | 7.93 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 62,539 CHF | 62,707 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.26% | 8.22 CHF | 8.25 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 65,851 CHF | 66,026 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.26% | 8.40 CHF | 8.42 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 67,996 CHF | 68,174 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.26% | 8.80 CHF | 8.82 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 70,142 CHF | 70,327 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.28% | 8.46 CHF | 8.48 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 68,616 CHF | 68,806 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.29% | 8.64 CHF | 8.66 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 63,017 CHF | 63,197 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.26% | 9.61 CHF | 9.63 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 76,894 CHF | 77,097 CHF | 100.00% | 100.00% |
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