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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.13% | 8.03 CHF | 8.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,370,840 CHF | 2,373,840 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,387,240 CHF | 2,390,240 CHF | 97.92% | 97.92% |
| 19/11/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,333,850 CHF | 2,336,850 CHF | 86.94% | 86.94% |
| 18/11/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,410,750 CHF | 2,413,750 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,464,410 CHF | 2,467,410 CHF | 97.92% | 97.92% |
| 14/11/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,458,270 CHF | 2,461,270 CHF | 99.98% | 99.98% |
| 13/11/2024 | 0.13% | 7.81 CHF | 7.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,355,630 CHF | 2,358,630 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.12% | 7.88 CHF | 7.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,446,610 CHF | 2,449,610 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,534,180 CHF | 2,537,180 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.12% | 8.18 CHF | 8.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,476,400 CHF | 2,479,400 CHF | 98.38% | 98.38% |
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