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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 | 0.25% | 4.18 CHF | 4.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,217,820 CHF | 1,220,820 CHF | 97.89% | 97.89% |
| 19/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,256,960 CHF | 1,259,960 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,204,810 CHF | 1,207,810 CHF | 98.77% | 98.77% |
| 15/11/2024 | 0.26% | 4.01 CHF | 4.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,171,290 CHF | 1,174,290 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.26% | 3.64 CHF | 3.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,131,460 CHF | 1,134,460 CHF | 98.26% | 98.26% |
| 13/11/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,164,250 CHF | 1,167,250 CHF | 99.60% | 99.60% |
| 12/11/2024 | 0.27% | 3.84 CHF | 3.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,093,670 CHF | 1,096,670 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,013,660 CHF | 1,016,660 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,074,390 CHF | 1,077,390 CHF | 84.82% | 84.82% |
| 07/11/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 996,972 CHF | 999,972 CHF | 100.00% | 100.00% |
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