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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 | 0.25% | 3.93 CHF | 3.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,977,120 CHF | 1,982,120 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,943,450 CHF | 1,948,450 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,892,480 CHF | 1,897,480 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,911,870 CHF | 1,916,870 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,943,500 CHF | 1,948,500 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,904,710 CHF | 1,909,710 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,918,020 CHF | 1,923,020 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,940,980 CHF | 1,945,980 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.25% | 3.96 CHF | 3.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,011,660 CHF | 2,016,660 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,023,410 CHF | 2,028,410 CHF | 100.00% | 100.00% |
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