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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 | 1.03% | 11.95 CHF | 12.08 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 12,193 CHF | 12,319 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.15% | 10.93 CHF | 11.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,953 CHF | 11,079 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.19% | 11.10 CHF | 11.24 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,631 CHF | 11,769 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 12.17 CHF | 12.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,844 CHF | 11,972 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 11.45 CHF | 11.56 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,309 CHF | 11,412 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 10.11 CHF | 10.21 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,070 CHF | 10,172 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 10.07 CHF | 10.18 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,910 CHF | 11,020 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 11.46 CHF | 11.57 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,275 CHF | 11,383 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 10.83 CHF | 10.94 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 10,884 CHF | 10,994 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.91% | 11.25 CHF | 11.35 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 11,322 CHF | 11,425 CHF | 100.00% | 100.00% |
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