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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 | 0.20% | 53.12 CHF | 53.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,092,870 CHF | 1,095,070 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.22% | 53.61 CHF | 53.73 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,064,110 CHF | 1,066,430 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 55.92 CHF | 56.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,107,980 CHF | 1,110,380 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 56.09 CHF | 56.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 856,242 CHF | 858,042 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 58.08 CHF | 58.19 CHF | 20,000 | 20,000 | 19,907 | 19,907 | 1,133,530 CHF | 1,135,730 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 53.31 CHF | 53.42 CHF | 20,000 | 20,000 | 19,952 | 19,952 | 1,071,210 CHF | 1,073,410 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 54.00 CHF | 54.12 CHF | 15,000 | 15,000 | 14,966 | 14,966 | 850,650 CHF | 852,448 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 59.58 CHF | 59.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 896,557 CHF | 898,357 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 57.07 CHF | 57.19 CHF | 15,000 | 15,000 | 14,966 | 14,966 | 866,072 CHF | 867,870 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 60.00 CHF | 60.12 CHF | 15,000 | 15,000 | 14,935 | 14,935 | 885,392 CHF | 887,188 CHF | 100.00% | 100.00% |
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