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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 | 0.23% | 4.33 CHF | 4.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,175,810 CHF | 2,180,810 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,141,700 CHF | 2,146,700 CHF | 99.65% | 99.65% |
| 18/11/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,091,540 CHF | 2,096,540 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,111,220 CHF | 2,116,220 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,143,120 CHF | 2,148,120 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,102,720 CHF | 2,107,720 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,115,850 CHF | 2,120,850 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.23% | 4.19 CHF | 4.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,138,400 CHF | 2,143,400 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,207,460 CHF | 2,212,460 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,219,780 CHF | 2,224,780 CHF | 100.00% | 100.00% |
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