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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.10% | 10.03 CHF | 10.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,483,460 CHF | 2,485,960 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,319,250 CHF | 2,321,750 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,311,640 CHF | 2,314,140 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,249,830 CHF | 2,252,330 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.11% | 8.80 CHF | 8.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,191,910 CHF | 2,194,410 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.12% | 8.79 CHF | 8.80 CHF | 250,000 | 250,000 | 249,989 | 250,000 | 2,164,770 CHF | 2,167,360 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 250,000 | 250,000 | 250,000 | 249,998 | 2,267,870 CHF | 2,270,360 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 250,000 | 250,000 | 250,000 | 249,997 | 2,251,970 CHF | 2,254,450 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.11% | 9.11 CHF | 9.12 CHF | 250,000 | 250,000 | 249,991 | 250,000 | 2,355,780 CHF | 2,358,360 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.10% | 9.68 CHF | 9.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,424,300 CHF | 2,426,800 CHF | 100.00% | 100.00% |
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