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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 | 0.18% | 5.38 CHF | 5.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,394,550 CHF | 1,397,050 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,330,580 CHF | 1,333,080 CHF | 99.94% | 99.94% |
| 18/11/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,427,050 CHF | 1,429,550 CHF | 99.95% | 99.95% |
| 15/11/2024 | 0.17% | 5.76 CHF | 5.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,458,830 CHF | 1,461,330 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,459,260 CHF | 1,461,760 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.18% | 5.34 CHF | 5.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,354,370 CHF | 1,356,870 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.17% | 5.45 CHF | 5.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,464,980 CHF | 1,467,480 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,576,140 CHF | 1,578,640 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,462,590 CHF | 1,465,090 CHF | 90.07% | 90.07% |
| 07/11/2024 | 0.17% | 6.18 CHF | 6.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,512,310 CHF | 1,514,810 CHF | 96.33% | 96.33% |
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