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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 | 1.05% | 0.97 CHF | 0.98 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,849,010 CHF | 2,879,010 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,926,430 CHF | 2,956,430 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,821,570 CHF | 2,851,570 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,787,650 CHF | 2,817,650 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,780,910 CHF | 2,810,910 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,922,070 CHF | 2,952,070 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,786,790 CHF | 2,816,790 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,659,970 CHF | 2,689,970 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,804,240 CHF | 2,834,240 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 2,771,880 CHF | 2,801,880 CHF | 99.68% | 99.68% |
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