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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 | 3.16% | 0.17 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 467,427 CHF | 482,427 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.94% | 0.17 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 504,476 CHF | 519,476 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.24% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 455,164 CHF | 470,164 CHF | 98.97% | 98.97% |
| 15/11/2024 | 3.43% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 430,475 CHF | 445,475 CHF | 100.00% | 100.00% |
| 14/11/2024 | 3.37% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 438,355 CHF | 453,355 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.96% | 0.17 CHF | 0.18 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 499,517 CHF | 514,517 CHF | 99.46% | 99.46% |
| 12/11/2024 | 3.44% | 0.17 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 429,700 CHF | 444,700 CHF | 100.00% | 100.00% |
| 11/11/2024 | 4.02% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 2,999,390 | 2,999,390 | 365,476 CHF | 380,476 CHF | 100.00% | 100.00% |
| 08/11/2024 | 3.57% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 413,766 CHF | 428,766 CHF | 99.87% | 99.87% |
| 07/11/2024 | 3.80% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 388,110 CHF | 403,110 CHF | 99.68% | 99.68% |
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