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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 | 0.09% | 10.57 CHF | 10.58 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 743,794 CHF | 744,494 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.09% | 10.65 CHF | 10.66 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 743,837 CHF | 744,537 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.09% | 10.73 CHF | 10.74 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 747,965 CHF | 748,665 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.09% | 10.67 CHF | 10.68 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 750,910 CHF | 751,610 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 70,000 | 70,000 | 69,893 | 69,893 | 755,550 CHF | 756,252 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.09% | 10.78 CHF | 10.79 CHF | 70,000 | 70,000 | 69,895 | 69,895 | 753,987 CHF | 754,688 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.09% | 10.92 CHF | 10.93 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 769,882 CHF | 770,582 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.09% | 11.09 CHF | 11.10 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 774,692 CHF | 775,392 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.09% | 10.95 CHF | 10.96 CHF | 70,000 | 70,000 | 69,902 | 69,902 | 763,758 CHF | 764,459 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.09% | 10.96 CHF | 10.97 CHF | 70,000 | 70,000 | 69,907 | 69,907 | 764,097 CHF | 764,796 CHF | 100.00% | 100.00% |
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