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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 959,099 CHF | 964,099 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,027,690 CHF | 1,032,690 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,034,530 CHF | 1,039,530 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 827,688 CHF | 832,688 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 1.70 CHF | 1.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,046,590 CHF | 1,051,590 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.39% | 2.51 CHF | 2.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,263,800 CHF | 1,268,800 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 2.06 CHF | 2.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,057,740 CHF | 1,062,740 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.44% | 2.41 CHF | 2.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,134,100 CHF | 1,139,100 CHF | 99.42% | 99.42% |
| 06/11/2024 | 0.45% | 1.80 CHF | 1.81 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,139,850 CHF | 1,144,850 CHF | 100.00% | 100.00% |
| 05/11/2024 | 0.48% | 2.22 CHF | 2.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 518,543 CHF | 521,043 CHF | 99.51% | 99.51% |
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