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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% | 8.98 CHF | 8.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,829,230 CHF | 1,831,230 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,799,700 CHF | 1,801,700 CHF | 99.76% | 99.76% |
| 18/11/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 200,000 | 200,000 | 199,950 | 199,950 | 1,845,750 CHF | 1,847,750 CHF | 99.08% | 99.08% |
| 15/11/2024 | 0.11% | 9.30 CHF | 9.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,881,430 CHF | 1,883,430 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,876,850 CHF | 1,878,850 CHF | 99.08% | 99.08% |
| 13/11/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,809,570 CHF | 1,811,570 CHF | 99.91% | 99.91% |
| 12/11/2024 | 0.11% | 9.08 CHF | 9.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,869,920 CHF | 1,871,920 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.10% | 9.61 CHF | 9.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,927,850 CHF | 1,929,850 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,890,800 CHF | 1,892,800 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.10% | 9.68 CHF | 9.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,921,520 CHF | 1,923,520 CHF | 99.68% | 99.68% |
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