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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 | 0.21% | 4.63 CHF | 4.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,325,870 CHF | 2,330,870 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,290,890 CHF | 2,295,890 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,241,470 CHF | 2,246,470 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,261,340 CHF | 2,266,340 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,293,400 CHF | 2,298,400 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,251,980 CHF | 2,256,980 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,264,300 CHF | 2,269,300 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,287,110 CHF | 2,292,110 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,354,550 CHF | 2,359,550 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,367,170 CHF | 2,372,170 CHF | 100.00% | 100.00% |
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