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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 | 0.28% | 3.57 CHF | 3.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,620,290 CHF | 541,598 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,624,690 CHF | 543,064 CHF | 98.95% | 98.95% |
| 18/11/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,623,740 CHF | 542,746 CHF | 97.50% | 97.50% |
| 15/11/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,623,200 CHF | 542,566 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,601,220 CHF | 535,238 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,561,250 CHF | 521,916 CHF | 96.92% | 96.92% |
| 12/11/2024 | 0.28% | 3.46 CHF | 3.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,587,720 CHF | 530,740 CHF | 97.00% | 97.00% |
| 11/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,622,020 CHF | 542,173 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.27% | 3.59 CHF | 3.60 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,634,240 CHF | 546,247 CHF | 90.61% | 90.61% |
| 07/11/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,666,600 CHF | 557,032 CHF | 98.69% | 98.69% |
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