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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 | 0.24% | 8.91 CHF | 8.93 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 35,661 CHF | 35,749 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.25% | 8.68 CHF | 8.70 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 34,550 CHF | 34,636 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.25% | 8.54 CHF | 8.56 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 42,055 CHF | 42,159 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.25% | 8.16 CHF | 8.18 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 40,507 CHF | 40,607 CHF | 98.88% | 98.88% |
| 14/11/2024 | 0.27% | 7.73 CHF | 7.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 38,399 CHF | 38,502 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.26% | 7.82 CHF | 7.84 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 39,713 CHF | 39,816 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.28% | 7.67 CHF | 7.69 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 32,193 CHF | 32,282 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.27% | 8.61 CHF | 8.63 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 35,625 CHF | 35,721 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.29% | 9.29 CHF | 9.32 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 29,165 CHF | 29,250 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 11.66 CHF | 11.69 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 46,036 CHF | 46,142 CHF | 100.00% | 100.00% |
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