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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 | 3.20% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 307,129 CHF | 317,129 CHF | 96.53% | 96.53% |
| 19/11/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 314,970 CHF | 324,970 CHF | 92.78% | 92.78% |
| 18/11/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 306,482 CHF | 316,482 CHF | 97.48% | 97.48% |
| 15/11/2024 | 3.28% | 0.31 CHF | 0.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 300,309 CHF | 310,309 CHF | 99.65% | 99.65% |
| 14/11/2024 | 3.35% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 293,478 CHF | 303,478 CHF | 86.35% | 86.35% |
| 13/11/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 967,481 | 967,481 | 290,244 CHF | 299,938 CHF | 99.08% | 99.08% |
| 12/11/2024 | 3.39% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 289,782 CHF | 299,782 CHF | 99.18% | 99.18% |
| 11/11/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 274,620 CHF | 284,620 CHF | 99.34% | 99.34% |
| 08/11/2024 | 3.44% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 285,578 CHF | 295,578 CHF | 96.27% | 96.27% |
| 07/11/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 270,134 CHF | 280,134 CHF | 89.64% | 89.64% |
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