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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 | 0.34% | 2.94 CHF | 2.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,949,970 CHF | 2,959,970 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,872,630 CHF | 2,882,630 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,927,070 CHF | 2,937,070 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,947,700 CHF | 2,957,700 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,972,540 CHF | 2,982,540 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,911,980 CHF | 2,921,980 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,880,440 CHF | 2,890,440 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,857,890 CHF | 2,867,890 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.36% | 2.80 CHF | 2.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,783,900 CHF | 2,793,900 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,840,330 CHF | 2,850,330 CHF | 100.00% | 100.00% |
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