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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 | 0.14% | 7.27 CHF | 7.28 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,148,460 CHF | 1,150,060 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,046,300 CHF | 1,047,900 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,042,420 CHF | 1,044,020 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,000,680 CHF | 1,002,280 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 961,967 CHF | 963,567 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 943,956 CHF | 945,556 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,013,140 CHF | 1,014,740 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,003,360 CHF | 1,004,960 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.15% | 6.38 CHF | 6.39 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,070,810 CHF | 1,072,410 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,117,090 CHF | 1,118,690 CHF | 100.00% | 100.00% |
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