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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 | 0.14% | 7.29 CHF | 7.30 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,100,280 CHF | 367,260 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 150,000 | 50,000 | 332,158 | 110,695 | 2,387,560 CHF | 796,786 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,400,130 CHF | 1,134,880 CHF | 97.61% | 97.61% |
| 15/11/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,470,150 CHF | 1,158,220 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,458,160 CHF | 1,154,220 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,405,730 CHF | 1,136,740 CHF | 96.95% | 96.95% |
| 12/11/2024 | 0.13% | 7.45 CHF | 7.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,411,790 CHF | 1,138,760 CHF | 96.84% | 96.84% |
| 11/11/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,392,890 CHF | 1,132,460 CHF | 99.35% | 99.35% |
| 08/11/2024 | 0.13% | 7.44 CHF | 7.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,340,730 CHF | 1,115,080 CHF | 99.23% | 99.23% |
| 07/11/2024 | 0.13% | 7.49 CHF | 7.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,409,750 CHF | 1,138,080 CHF | 98.68% | 98.68% |
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