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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 | 0.24% | 4.21 CHF | 4.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,117,440 CHF | 2,122,440 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,082,980 CHF | 2,087,980 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.25% | 4.18 CHF | 4.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,032,680 CHF | 2,037,680 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,052,250 CHF | 2,057,250 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,084,030 CHF | 2,089,030 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,044,690 CHF | 2,049,690 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,057,440 CHF | 2,062,440 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,080,010 CHF | 2,085,010 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,149,520 CHF | 2,154,520 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,161,600 CHF | 2,166,600 CHF | 100.00% | 100.00% |
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