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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 | 0.31% | 3.29 CHF | 3.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,253,130 CHF | 3,263,130 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,228,590 CHF | 3,238,590 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,258,000 CHF | 3,268,000 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,259,080 CHF | 3,269,080 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,286,930 CHF | 3,296,930 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,196,460 CHF | 3,206,460 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,188,100 CHF | 3,198,100 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,142,420 CHF | 3,152,420 CHF | 99.77% | 99.77% |
| 08/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,026,770 CHF | 3,036,770 CHF | 99.16% | 99.16% |
| 07/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,030,440 CHF | 3,040,440 CHF | 99.96% | 99.96% |
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