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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 | 0.26% | 11.99 CHF | 12.02 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,855 CHF | 11,886 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.29% | 11.31 CHF | 11.34 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,242 CHF | 11,274 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.26% | 12.01 CHF | 12.04 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,684 CHF | 11,714 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.27% | 11.46 CHF | 11.49 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,546 CHF | 11,577 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.38% | 11.65 CHF | 11.68 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 22,537 CHF | 22,623 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.42% | 10.80 CHF | 10.85 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,428 CHF | 11,476 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.42% | 11.82 CHF | 11.87 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 12,242 CHF | 12,293 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.39% | 12.85 CHF | 12.90 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 12,588 CHF | 12,637 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 12.28 CHF | 12.34 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 12,530 CHF | 12,581 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.41% | 12.92 CHF | 12.98 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 13,041 CHF | 13,094 CHF | 100.00% | 100.00% |
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