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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 | 0.29% | 3.38 CHF | 3.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,701,960 CHF | 1,706,960 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,669,020 CHF | 1,674,020 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 3.35 CHF | 3.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,616,720 CHF | 1,621,720 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,635,700 CHF | 1,640,700 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,667,680 CHF | 1,672,680 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,630,530 CHF | 1,635,530 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 3.23 CHF | 3.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,644,090 CHF | 1,649,090 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,667,960 CHF | 1,672,960 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,740,900 CHF | 1,745,900 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,752,110 CHF | 1,757,110 CHF | 100.00% | 100.00% |
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