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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 | 0.14% | 7.46 CHF | 7.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,830,040 CHF | 1,832,540 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 250,000 | 250,000 | 246,622 | 246,622 | 1,799,350 CHF | 1,801,840 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,759,970 CHF | 1,762,470 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.16% | 6.84 CHF | 6.85 CHF | 250,000 | 250,000 | 245,502 | 245,502 | 1,671,100 CHF | 1,673,590 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.16% | 6.83 CHF | 6.84 CHF | 250,000 | 250,000 | 245,610 | 245,610 | 1,644,680 CHF | 1,647,230 CHF | 99.21% | 99.21% |
| 13/11/2024 | 0.24% | 7.07 CHF | 7.10 CHF | 200,000 | 200,000 | 231,333 | 231,333 | 1,647,510 CHF | 1,651,180 CHF | 97.11% | 97.11% |
| 12/11/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,765,650 CHF | 1,768,150 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.16% | 7.17 CHF | 7.18 CHF | 250,000 | 250,000 | 240,797 | 240,797 | 1,802,550 CHF | 1,805,370 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.13% | 7.75 CHF | 7.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,943,580 CHF | 1,946,080 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 250,000 | 250,000 | 249,241 | 249,241 | 1,910,570 CHF | 1,913,070 CHF | 99.99% | 99.99% |
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