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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 | 0.10% | 9.99 CHF | 10.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 990,807 CHF | 991,807 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.11% | 10.00 CHF | 10.01 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,002,890 CHF | 1,003,910 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 982,036 CHF | 983,036 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.13% | 9.55 CHF | 9.56 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 941,793 CHF | 942,815 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.12% | 9.44 CHF | 9.45 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 905,874 CHF | 906,884 CHF | 99.30% | 99.30% |
| 13/11/2024 | 0.11% | 9.69 CHF | 9.70 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 975,628 CHF | 976,637 CHF | 96.48% | 96.48% |
| 12/11/2024 | 0.11% | 9.53 CHF | 9.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 944,372 CHF | 945,372 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.10% | 9.43 CHF | 9.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 995,511 CHF | 996,511 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,028,390 CHF | 1,029,390 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.10% | 10.51 CHF | 10.52 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,013,850 CHF | 1,014,860 CHF | 99.92% | 99.92% |
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