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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 | 0.06% | 16.59 CHF | 16.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,650,640 CHF | 1,651,640 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.07% | 16.57 CHF | 16.58 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,651,910 CHF | 1,652,930 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.06% | 16.73 CHF | 16.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,642,840 CHF | 1,643,840 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.08% | 16.16 CHF | 16.17 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 1,591,900 CHF | 1,592,920 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.07% | 16.05 CHF | 16.06 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 1,563,410 CHF | 1,564,420 CHF | 99.30% | 99.30% |
| 13/11/2024 | 0.07% | 16.27 CHF | 16.28 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 1,628,930 CHF | 1,629,940 CHF | 96.48% | 96.48% |
| 12/11/2024 | 0.06% | 16.09 CHF | 16.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,600,500 CHF | 1,601,500 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.06% | 15.98 CHF | 15.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,649,760 CHF | 1,650,760 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.06% | 16.68 CHF | 16.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,676,890 CHF | 1,677,890 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.06% | 17.00 CHF | 17.01 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,662,210 CHF | 1,663,210 CHF | 99.92% | 99.92% |
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