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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 | 0.14% | 6.73 CHF | 6.74 CHF | 225,000 | 225,000 | 224,876 | 224,876 | 1,583,500 CHF | 1,585,750 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.17% | 6.76 CHF | 6.78 CHF | 225,000 | 225,000 | 224,539 | 224,539 | 1,491,490 CHF | 1,494,050 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.16% | 7.28 CHF | 7.30 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 1,633,100 CHF | 1,635,730 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.15% | 7.36 CHF | 7.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,496,280 CHF | 1,498,570 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 225,000 | 225,000 | 223,960 | 223,960 | 1,678,250 CHF | 1,680,500 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 225,000 | 225,000 | 224,484 | 224,484 | 1,538,180 CHF | 1,540,430 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.16% | 6.91 CHF | 6.93 CHF | 200,000 | 200,000 | 199,549 | 199,549 | 1,527,850 CHF | 1,530,350 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.16% | 8.43 CHF | 8.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,689,950 CHF | 1,692,590 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.17% | 7.65 CHF | 7.66 CHF | 200,000 | 200,000 | 199,534 | 199,534 | 1,546,100 CHF | 1,548,650 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.15% | 8.26 CHF | 8.27 CHF | 225,000 | 225,000 | 223,978 | 223,978 | 1,801,170 CHF | 1,803,810 CHF | 100.00% | 100.00% |
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