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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 | 0.31% | 3.20 CHF | 3.21 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,935,070 CHF | 808,779 CHF | 97.63% | 97.63% |
| 19/11/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,911,960 CHF | 799,150 CHF | 89.95% | 89.95% |
| 18/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,907,970 CHF | 797,488 CHF | 94.33% | 94.33% |
| 15/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,919,500 CHF | 802,290 CHF | 97.21% | 97.21% |
| 14/11/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,937,490 CHF | 809,788 CHF | 98.85% | 98.85% |
| 13/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,837,550 CHF | 768,146 CHF | 95.99% | 95.99% |
| 12/11/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,886,070 CHF | 788,364 CHF | 94.97% | 94.97% |
| 11/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,921,860 CHF | 803,276 CHF | 94.69% | 94.69% |
| 08/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,898,090 CHF | 793,373 CHF | 90.67% | 90.67% |
| 07/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 600,000 | 250,000 | 600,000 | 250,000 | 1,880,370 CHF | 785,990 CHF | 97.99% | 97.99% |
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