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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 | 4.81% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 304,586 CHF | 319,586 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.10% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 286,976 CHF | 301,976 CHF | 100.00% | 100.00% |
| 18/11/2024 | 4.69% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 312,127 CHF | 327,127 CHF | 98.96% | 98.96% |
| 15/11/2024 | 4.48% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 327,190 CHF | 342,190 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.54% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 323,402 CHF | 338,402 CHF | 100.00% | 100.00% |
| 13/11/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,361 CHF | 315,361 CHF | 99.46% | 99.46% |
| 12/11/2024 | 4.28% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 343,868 CHF | 358,868 CHF | 100.00% | 100.00% |
| 11/11/2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,999,410 | 2,999,410 | 389,677 CHF | 404,677 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.00% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 367,555 CHF | 382,555 CHF | 99.87% | 99.87% |
| 07/11/2024 | 3.78% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 389,044 CHF | 404,044 CHF | 99.67% | 99.67% |
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