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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% | 4.73 CHF | 4.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,376,770 CHF | 2,381,770 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,341,610 CHF | 2,346,610 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,292,920 CHF | 2,297,920 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,312,390 CHF | 2,317,390 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,344,590 CHF | 2,349,590 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,303,230 CHF | 2,308,230 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,315,450 CHF | 2,320,450 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.21% | 4.59 CHF | 4.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,337,620 CHF | 2,342,620 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,405,090 CHF | 2,410,090 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,417,970 CHF | 2,422,970 CHF | 100.00% | 100.00% |
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