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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 | 0.13% | 7.87 CHF | 7.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,944,550 CHF | 1,947,050 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,784,040 CHF | 1,786,540 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,778,030 CHF | 1,780,530 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.15% | 6.99 CHF | 7.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,713,830 CHF | 1,716,330 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,655,510 CHF | 1,658,010 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,628,000 CHF | 1,630,500 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.14% | 6.89 CHF | 6.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,734,870 CHF | 1,737,370 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,719,780 CHF | 1,722,280 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,825,250 CHF | 1,827,750 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,898,270 CHF | 1,900,770 CHF | 100.00% | 100.00% |
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