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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,238,500 CHF | 1,240,000 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,141,670 CHF | 1,143,170 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,137,490 CHF | 1,138,990 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.14% | 7.46 CHF | 7.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,099,010 CHF | 1,100,510 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,062,690 CHF | 1,064,190 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,045,820 CHF | 1,047,320 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,109,670 CHF | 1,111,170 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,100,310 CHF | 1,101,810 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.13% | 7.44 CHF | 7.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,163,130 CHF | 1,164,630 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.12% | 8.01 CHF | 8.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,205,050 CHF | 1,206,550 CHF | 100.00% | 100.00% |
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