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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 | 3.09% | 0.26 CHF | 0.27 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 760,308 CHF | 784,240 CHF | 100.00% | 100.00% |
| 19/11/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 798,655 CHF | 827,735 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.48% | 0.25 CHF | 0.26 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 753,862 CHF | 772,813 CHF | 98.97% | 98.97% |
| 15/11/2024 | 2.08% | 0.25 CHF | 0.26 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 730,299 CHF | 745,662 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.27% | 0.24 CHF | 0.25 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 736,384 CHF | 753,342 CHF | 100.00% | 100.00% |
| 13/11/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 788,644 CHF | 818,644 CHF | 99.46% | 99.46% |
| 12/11/2024 | 2.29% | 0.26 CHF | 0.27 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 721,466 CHF | 738,296 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.29% | 0.22 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 2,999,480 | 2,999,480 | 648,649 CHF | 663,649 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.12% | 0.24 CHF | 0.25 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 700,836 CHF | 715,836 CHF | 99.87% | 99.87% |
| 07/11/2024 | 2.21% | 0.22 CHF | 0.23 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 671,693 CHF | 686,693 CHF | 99.68% | 99.68% |
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