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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 | 3.22% | 0.29 CHF | 0.30 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 916,210 CHF | 946,210 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.47% | 0.29 CHF | 0.30 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 850,254 CHF | 880,254 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.40% | 0.30 CHF | 0.31 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 867,482 CHF | 897,482 CHF | 99.55% | 99.55% |
| 15/11/2024 | 3.20% | 0.29 CHF | 0.30 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 922,977 CHF | 952,977 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,068,720 CHF | 1,098,720 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.85% | 0.35 CHF | 0.36 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,037,100 CHF | 1,067,100 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,072,430 CHF | 1,102,430 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,105,800 CHF | 1,135,800 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,024,680 CHF | 1,054,680 CHF | 100.00% | 100.00% |
| 07/11/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 972,984 CHF | 1,002,980 CHF | 99.68% | 99.68% |
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