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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 | 0.57% | 17.05 CHF | 17.14 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 48,090 CHF | 48,366 CHF | 99.56% | 99.56% |
| 19/11/2024 | 0.58% | 15.62 CHF | 15.71 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 46,656 CHF | 46,928 CHF | 99.56% | 99.56% |
| 18/11/2024 | 0.57% | 15.76 CHF | 15.85 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 46,741 CHF | 47,008 CHF | 99.59% | 99.59% |
| 15/11/2024 | 0.57% | 15.30 CHF | 15.39 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 44,539 CHF | 44,796 CHF | 98.93% | 98.93% |
| 14/11/2024 | 0.37% | 14.30 CHF | 14.39 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 45,973 CHF | 46,139 CHF | 98.67% | 98.67% |
| 13/11/2024 | 0.16% | 15.62 CHF | 15.64 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 91,349 CHF | 91,493 CHF | 99.04% | 99.04% |
| 12/11/2024 | 0.29% | 14.76 CHF | 14.78 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 81,482 CHF | 81,716 CHF | 97.04% | 97.04% |
| 11/11/2024 | 0.29% | 9.19 CHF | 9.22 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 54,863 CHF | 55,024 CHF | 99.52% | 99.52% |
| 08/11/2024 | 0.26% | 9.80 CHF | 9.83 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 58,833 CHF | 58,985 CHF | 99.51% | 99.51% |
| 07/11/2024 | 0.30% | 9.32 CHF | 9.35 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 55,022 CHF | 55,190 CHF | 99.58% | 99.58% |
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