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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 | 5.52% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 264,452 CHF | 279,452 CHF | 100.00% | 100.00% |
| 19/11/2024 | 6.08% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 239,656 CHF | 254,656 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.28% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 276,623 CHF | 291,623 CHF | 100.00% | 100.00% |
| 15/11/2024 | 5.06% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 289,172 CHF | 304,172 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.02% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 291,671 CHF | 306,671 CHF | 100.00% | 100.00% |
| 13/11/2024 | 5.79% | 0.08 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 252,490 CHF | 267,490 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.82% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 304,441 CHF | 319,441 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.10% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 358,117 CHF | 373,117 CHF | 100.00% | 100.00% |
| 08/11/2024 | 4.69% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 312,798 CHF | 327,798 CHF | 100.00% | 100.00% |
| 07/11/2024 | 4.42% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 332,218 CHF | 347,218 CHF | 99.68% | 99.68% |
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