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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 | 2.06% | 0.25 CHF | 0.26 CHF | 2,584,500 | 2,584,500 | 2,805,680 | 2,807,360 | 675,300 CHF | 689,741 CHF | 100.00% | 100.00% |
| 20/11/2024 | 2.61% | 0.20 CHF | 0.21 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 568,841 CHF | 583,841 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.63% | 0.19 CHF | 0.19 CHF | 3,000,000 | 3,000,000 | 2,999,970 | 2,999,970 | 564,025 CHF | 579,025 CHF | 98.77% | 98.77% |
| 18/11/2024 | 2.94% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 503,476 CHF | 518,476 CHF | 100.00% | 100.00% |
| 15/11/2024 | 3.23% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 456,337 CHF | 471,337 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.41% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 433,075 CHF | 448,075 CHF | 99.91% | 99.91% |
| 13/11/2024 | 2.77% | 0.18 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 533,658 CHF | 548,658 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.85% | 0.17 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 2,999,980 | 2,998,920 | 519,763 CHF | 534,575 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.33% | 0.18 CHF | 0.19 CHF | 3,000,000 | 3,000,000 | 2,477,990 | 2,477,410 | 526,622 CHF | 538,885 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.16% | 0.25 CHF | 0.25 CHF | 2,409,700 | 2,409,700 | 2,400,770 | 2,400,770 | 593,835 CHF | 606,868 CHF | 100.00% | 100.00% |
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