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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% | 8.22 CHF | 8.25 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 49,784 CHF | 49,981 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.40% | 8.25 CHF | 8.28 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 51,168 CHF | 51,373 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.39% | 8.79 CHF | 8.82 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 49,825 CHF | 50,019 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.41% | 8.03 CHF | 8.06 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 49,702 CHF | 49,903 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 8.80 CHF | 8.84 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 51,247 CHF | 51,422 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.35% | 9.23 CHF | 9.26 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 48,424 CHF | 48,595 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 9.15 CHF | 9.19 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 54,518 CHF | 54,695 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.29% | 11.74 CHF | 11.77 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 58,848 CHF | 59,021 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 11.26 CHF | 11.29 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 55,613 CHF | 55,782 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.29% | 11.18 CHF | 11.22 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 56,568 CHF | 56,733 CHF | 100.00% | 100.00% |
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