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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 | 0.40% | 6.60 CHF | 6.63 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 135,859 CHF | 136,406 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.44% | 6.63 CHF | 6.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,646 CHF | 100,082 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.40% | 7.15 CHF | 7.18 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 105,678 CHF | 106,105 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.40% | 6.98 CHF | 7.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 107,456 CHF | 107,885 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 7.14 CHF | 7.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 137,169 CHF | 137,649 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.36% | 6.52 CHF | 6.54 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 127,768 CHF | 128,227 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.39% | 6.10 CHF | 6.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 98,495 CHF | 98,878 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.34% | 7.23 CHF | 7.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 109,274 CHF | 109,651 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.42% | 7.09 CHF | 7.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 113,301 CHF | 113,775 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 9.38 CHF | 9.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 140,789 CHF | 141,242 CHF | 100.00% | 100.00% |
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