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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 | 1.85% | 0.52 CHF | 0.53 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,611,050 CHF | 1,641,050 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,539,690 CHF | 1,569,690 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,644,970 CHF | 1,674,970 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,687,590 CHF | 1,717,590 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.76% | 0.57 CHF | 0.58 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,689,960 CHF | 1,719,960 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,574,010 CHF | 1,604,010 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.74% | 0.53 CHF | 0.54 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,708,220 CHF | 1,738,220 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,841,300 CHF | 1,871,300 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,721,270 CHF | 1,751,270 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,774,260 CHF | 1,804,260 CHF | 99.67% | 99.67% |
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