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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 | 0.32% | 3.14 CHF | 3.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,579,600 CHF | 1,584,600 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,546,770 CHF | 1,551,770 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,494,280 CHF | 1,499,280 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,513,000 CHF | 1,518,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,544,410 CHF | 1,549,410 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,508,740 CHF | 1,513,740 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,522,110 CHF | 1,527,110 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 3.00 CHF | 3.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,546,600 CHF | 1,551,600 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,620,480 CHF | 1,625,480 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 3.32 CHF | 3.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,630,870 CHF | 1,635,870 CHF | 100.00% | 100.00% |
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