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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 | 0.04% | 28.02 CHF | 28.03 CHF | 250,000 | 250,000 | 140,211 | 140,211 | 3,967,760 CHF | 3,969,160 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.04% | 28.04 CHF | 28.05 CHF | 250,000 | 250,000 | 239,320 | 239,320 | 6,673,600 CHF | 6,675,990 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.04% | 28.19 CHF | 28.20 CHF | 125,000 | 125,000 | 198,460 | 198,460 | 5,565,270 CHF | 5,567,250 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.04% | 28.12 CHF | 28.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,551,010 CHF | 3,552,260 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.03% | 28.98 CHF | 28.99 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,641,320 CHF | 3,642,570 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.03% | 28.96 CHF | 28.97 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,605,380 CHF | 3,606,630 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.03% | 28.89 CHF | 28.90 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,620,190 CHF | 3,621,440 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.03% | 29.04 CHF | 29.05 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,633,110 CHF | 3,634,360 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.04% | 28.73 CHF | 28.74 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,561,420 CHF | 3,562,670 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.04% | 28.37 CHF | 28.38 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,537,890 CHF | 3,539,140 CHF | 99.67% | 99.67% |
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