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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 | 0.11% | 8.96 CHF | 8.97 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 215,985 CHF | 216,225 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.11% | 8.89 CHF | 8.90 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 214,461 CHF | 214,701 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 210,101 CHF | 210,341 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 213,365 CHF | 213,615 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 209,326 CHF | 209,576 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.12% | 8.48 CHF | 8.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 211,550 CHF | 211,800 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 212,904 CHF | 213,154 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.11% | 8.65 CHF | 8.66 CHF | 24,000 | 24,000 | 24,002 | 24,002 | 208,955 CHF | 209,195 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 206,197 CHF | 206,447 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 209,030 CHF | 209,280 CHF | 100.00% | 100.00% |
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