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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 | 3.61% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 409,109 CHF | 424,109 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.94% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 374,487 CHF | 389,487 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.46% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 425,741 CHF | 440,741 CHF | 98.97% | 98.97% |
| 15/11/2024 | 3.24% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 455,264 CHF | 470,264 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.28% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 450,188 CHF | 465,188 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.66% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 402,766 CHF | 417,766 CHF | 99.46% | 99.46% |
| 12/11/2024 | 2.92% | 0.14 CHF | 0.14 CHF | 2,961,500 | 2,961,500 | 2,961,500 | 2,961,500 | 501,485 CHF | 516,292 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.41% | 0.21 CHF | 0.21 CHF | 3,000,000 | 3,000,000 | 2,999,400 | 2,999,400 | 615,009 CHF | 630,009 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.62% | 0.18 CHF | 0.19 CHF | 2,901,000 | 2,901,000 | 2,901,000 | 2,901,000 | 547,885 CHF | 562,390 CHF | 99.87% | 99.87% |
| 07/11/2024 | 2.41% | 0.21 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 616,276 CHF | 631,276 CHF | 99.68% | 99.68% |
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