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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 | 0.66% | 1.54 CHF | 1.55 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 1,059,250 CHF | 1,066,250 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 1,073,410 CHF | 1,080,410 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 1,211,150 CHF | 1,219,150 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 800,000 | 800,000 | 799,561 | 799,561 | 1,188,560 CHF | 1,196,560 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 800,000 | 800,000 | 798,098 | 798,098 | 1,141,480 CHF | 1,149,460 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 800,000 | 800,000 | 797,501 | 797,501 | 1,146,470 CHF | 1,154,450 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 1,111,270 CHF | 1,119,270 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 800,000 | 800,000 | 800,000 | 800,000 | 1,112,870 CHF | 1,120,870 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 800,000 | 800,000 | 797,679 | 797,679 | 1,140,320 CHF | 1,148,300 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 800,000 | 800,000 | 798,226 | 798,226 | 1,145,670 CHF | 1,153,650 CHF | 100.00% | 100.00% |
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