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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 | 0.15% | 6.76 CHF | 6.77 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,020,720 CHF | 340,741 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 150,000 | 50,000 | 332,158 | 110,695 | 2,211,630 CHF | 738,155 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,161,070 CHF | 1,055,190 CHF | 97.52% | 97.52% |
| 15/11/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,230,600 CHF | 1,078,370 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,218,990 CHF | 1,074,500 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,166,590 CHF | 1,057,030 CHF | 96.98% | 96.98% |
| 12/11/2024 | 0.14% | 6.92 CHF | 6.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,172,800 CHF | 1,059,100 CHF | 96.93% | 96.93% |
| 11/11/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,153,570 CHF | 1,052,690 CHF | 99.35% | 99.35% |
| 08/11/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,101,120 CHF | 1,035,210 CHF | 99.23% | 99.23% |
| 07/11/2024 | 0.14% | 6.95 CHF | 6.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,169,260 CHF | 1,057,920 CHF | 98.68% | 98.68% |
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