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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 | 0.24% | 4.20 CHF | 4.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,201,820 CHF | 4,211,820 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,135,960 CHF | 4,145,960 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,187,040 CHF | 4,197,040 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,206,850 CHF | 4,216,850 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,228,600 CHF | 4,238,600 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,167,210 CHF | 4,177,210 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,139,490 CHF | 4,149,490 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,117,050 CHF | 4,127,050 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,044,290 CHF | 4,054,290 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,094,780 CHF | 4,104,780 CHF | 100.00% | 100.00% |
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