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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 | 0.40% | 2.55 CHF | 2.56 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,521,590 CHF | 2,531,590 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,497,850 CHF | 2,507,850 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,523,480 CHF | 2,533,480 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,523,940 CHF | 2,533,940 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,550,540 CHF | 2,560,540 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,465,570 CHF | 2,475,570 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,458,120 CHF | 2,468,120 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,414,250 CHF | 2,424,250 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,304,640 CHF | 2,314,640 CHF | 99.17% | 99.17% |
| 07/11/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,306,070 CHF | 2,316,070 CHF | 99.96% | 99.96% |
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