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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 | 0.46% | 2.13 CHF | 2.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,073,920 CHF | 1,078,920 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,042,820 CHF | 1,047,820 CHF | 99.64% | 99.64% |
| 18/11/2024 | 0.51% | 2.10 CHF | 2.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 987,554 CHF | 992,554 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,006,140 CHF | 1,011,140 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,037,030 CHF | 1,042,030 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,004,710 CHF | 1,009,710 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,019,040 CHF | 1,024,040 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,044,530 CHF | 1,049,530 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.44% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,122,740 CHF | 1,127,740 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,131,650 CHF | 1,136,650 CHF | 100.00% | 100.00% |
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