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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% | 9.73 CHF | 9.74 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 477,223 CHF | 477,719 CHF | 99.87% | 99.87% |
| 20/11/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 444,870 CHF | 445,354 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 50,000 | 50,000 | 49,524 | 49,522 | 443,383 CHF | 443,861 CHF | 98.65% | 98.65% |
| 18/11/2024 | 0.12% | 8.83 CHF | 8.84 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 431,116 CHF | 431,579 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 423,228 CHF | 423,728 CHF | 70.92% | 70.92% |
| 14/11/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 414,169 CHF | 414,655 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.12% | 8.73 CHF | 8.74 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 434,789 CHF | 435,284 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 431,629 CHF | 432,125 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.11% | 8.82 CHF | 8.83 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 452,333 CHF | 452,829 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 465,838 CHF | 466,334 CHF | 100.00% | 100.00% |
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