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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 | 0.26% | 3.98 CHF | 3.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,157,820 CHF | 1,160,820 CHF | 97.89% | 97.89% |
| 19/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,197,260 CHF | 1,200,260 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,144,910 CHF | 1,147,910 CHF | 98.77% | 98.77% |
| 15/11/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,111,320 CHF | 1,114,320 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.28% | 3.44 CHF | 3.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,071,490 CHF | 1,074,490 CHF | 98.22% | 98.22% |
| 13/11/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,104,250 CHF | 1,107,250 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.29% | 3.64 CHF | 3.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,034,050 CHF | 1,037,050 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 953,661 CHF | 956,661 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,014,750 CHF | 1,017,750 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 937,002 CHF | 940,002 CHF | 100.00% | 100.00% |
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