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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 | 0.52% | 9.48 CHF | 9.50 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,186,950 CHF | 1,189,660 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 9.37 CHF | 9.39 CHF | 150,000 | 150,000 | 122,962 | 122,962 | 1,130,920 CHF | 1,133,630 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.54% | 8.91 CHF | 8.93 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,119,850 CHF | 1,122,560 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 9.42 CHF | 9.44 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,199,330 CHF | 1,202,040 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 9.50 CHF | 9.52 CHF | 150,000 | 150,000 | 123,224 | 123,224 | 1,111,940 CHF | 1,114,640 CHF | 99.08% | 99.08% |
| 13/11/2024 | 0.61% | 8.74 CHF | 8.76 CHF | 150,000 | 150,000 | 123,009 | 123,009 | 1,056,370 CHF | 1,059,080 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 8.03 CHF | 8.05 CHF | 150,000 | 150,000 | 123,067 | 123,067 | 943,950 CHF | 946,654 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.73% | 6.98 CHF | 7.00 CHF | 150,000 | 150,000 | 123,033 | 123,033 | 862,800 CHF | 865,504 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 6.82 CHF | 6.84 CHF | 150,000 | 150,000 | 123,006 | 123,006 | 864,336 CHF | 867,040 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 7.07 CHF | 7.09 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 823,204 CHF | 826,552 CHF | 100.00% | 100.00% |
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