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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% | 8.92 CHF | 8.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 884,293 CHF | 885,293 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.13% | 8.94 CHF | 8.95 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 898,116 CHF | 899,136 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.11% | 9.06 CHF | 9.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 875,370 CHF | 876,370 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.14% | 8.48 CHF | 8.49 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 836,852 CHF | 837,875 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.13% | 8.37 CHF | 8.38 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 799,725 CHF | 800,735 CHF | 99.30% | 99.30% |
| 13/11/2024 | 0.12% | 8.63 CHF | 8.64 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 870,171 CHF | 871,180 CHF | 96.48% | 96.48% |
| 12/11/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 838,456 CHF | 839,456 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.11% | 8.37 CHF | 8.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 889,905 CHF | 890,905 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 923,708 CHF | 924,708 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.11% | 9.47 CHF | 9.48 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 909,191 CHF | 910,196 CHF | 99.92% | 99.92% |
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