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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% | 7.05 CHF | 7.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,051,100 CHF | 1,052,600 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,069,930 CHF | 1,071,420 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,045,280 CHF | 1,046,780 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,027,350 CHF | 1,028,850 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 993,424 CHF | 994,924 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,043,110 CHF | 1,044,610 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,014,610 CHF | 1,016,110 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.14% | 6.76 CHF | 6.77 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,052,580 CHF | 1,054,080 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,074,390 CHF | 1,075,890 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 150,000 | 150,000 | 149,993 | 149,993 | 1,066,610 CHF | 1,068,110 CHF | 99.46% | 99.46% |
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