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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,254,620 CHF | 4,264,620 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,262,690 CHF | 4,272,690 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,197,940 CHF | 4,207,940 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,248,950 CHF | 4,258,950 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,268,810 CHF | 4,278,810 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,289,760 CHF | 4,299,760 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,228,970 CHF | 4,238,970 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,201,800 CHF | 4,211,800 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,179,840 CHF | 4,189,840 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,105,440 CHF | 4,115,440 CHF | 100.00% | 100.00% |
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