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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 | 0.28% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,778,280 CHF | 1,783,280 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,744,940 CHF | 1,749,940 CHF | 99.93% | 99.93% |
| 18/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,693,430 CHF | 1,698,430 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,712,500 CHF | 1,717,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,743,970 CHF | 1,748,970 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,706,790 CHF | 1,711,790 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,719,830 CHF | 1,724,830 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.29% | 3.40 CHF | 3.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,743,520 CHF | 1,748,520 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.27% | 3.57 CHF | 3.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,815,870 CHF | 1,820,870 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,827,310 CHF | 1,832,310 CHF | 100.00% | 100.00% |
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