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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.13% | 7.40 CHF | 7.41 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,120,290 CHF | 373,929 CHF | 97.22% | 97.22% |
| 22/11/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,164,740 CHF | 388,747 CHF | 99.37% | 99.37% |
| 20/11/2024 | 0.12% | 8.00 CHF | 8.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,206,680 CHF | 402,726 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 150,000 | 50,000 | 332,158 | 110,696 | 2,622,830 CHF | 875,197 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,719,840 CHF | 1,241,450 CHF | 97.63% | 97.63% |
| 15/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,790,530 CHF | 1,265,010 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.12% | 8.57 CHF | 8.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,777,960 CHF | 1,260,820 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.12% | 8.24 CHF | 8.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,725,590 CHF | 1,243,360 CHF | 96.90% | 96.90% |
| 12/11/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,731,170 CHF | 1,245,220 CHF | 96.96% | 96.96% |
| 11/11/2024 | 0.12% | 8.30 CHF | 8.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,712,820 CHF | 1,239,110 CHF | 99.35% | 99.35% |
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