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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 | 0.13% | 7.77 CHF | 7.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 155,142 CHF | 155,342 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 153,514 CHF | 153,714 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 148,489 CHF | 148,689 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 147,894 CHF | 148,094 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 153,090 CHF | 153,290 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 152,118 CHF | 152,318 CHF | 99.29% | 99.29% |
| 12/11/2024 | 0.12% | 7.92 CHF | 7.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 160,248 CHF | 160,448 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 165,098 CHF | 165,298 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.12% | 7.96 CHF | 7.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 160,173 CHF | 160,373 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.12% | 7.99 CHF | 8.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 161,528 CHF | 161,728 CHF | 99.70% | 99.70% |
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