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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 | 0.12% | 8.06 CHF | 8.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,431,650 CHF | 811,549 CHF | 99.39% | 99.39% |
| 19/11/2024 | 0.13% | 7.98 CHF | 7.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,377,850 CHF | 793,617 CHF | 98.86% | 98.86% |
| 18/11/2024 | 0.13% | 8.06 CHF | 8.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,398,490 CHF | 800,497 CHF | 97.64% | 97.64% |
| 15/11/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,491,290 CHF | 831,429 CHF | 97.96% | 97.96% |
| 14/11/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,538,020 CHF | 847,008 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,538,280 CHF | 847,093 CHF | 94.68% | 94.68% |
| 12/11/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,539,970 CHF | 847,658 CHF | 96.89% | 96.89% |
| 11/11/2024 | 0.12% | 8.40 CHF | 8.41 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,551,770 CHF | 851,589 CHF | 99.41% | 99.41% |
| 08/11/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,550,300 CHF | 851,100 CHF | 90.75% | 90.75% |
| 07/11/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,476,380 CHF | 826,460 CHF | 98.67% | 98.67% |
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