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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 | 0.13% | 7.85 CHF | 7.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,368,540 CHF | 790,513 CHF | 99.39% | 99.39% |
| 19/11/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,314,900 CHF | 772,634 CHF | 98.85% | 98.85% |
| 18/11/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,335,220 CHF | 779,408 CHF | 97.52% | 97.52% |
| 15/11/2024 | 0.12% | 7.94 CHF | 7.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,427,990 CHF | 810,329 CHF | 97.98% | 97.98% |
| 14/11/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,474,670 CHF | 825,889 CHF | 99.40% | 99.40% |
| 13/11/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,475,420 CHF | 826,141 CHF | 94.66% | 94.66% |
| 12/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,477,140 CHF | 826,713 CHF | 96.77% | 96.77% |
| 11/11/2024 | 0.12% | 8.19 CHF | 8.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,489,190 CHF | 830,729 CHF | 99.40% | 99.40% |
| 08/11/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,488,280 CHF | 830,425 CHF | 90.74% | 90.74% |
| 07/11/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,414,090 CHF | 805,695 CHF | 98.69% | 98.69% |
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