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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 | 0.30% | 3.30 CHF | 3.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,981,770 CHF | 662,591 CHF | 99.02% | 99.02% |
| 19/11/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,972,400 CHF | 659,466 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,966,940 CHF | 657,647 CHF | 96.91% | 96.91% |
| 15/11/2024 | 0.31% | 3.30 CHF | 3.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,948,950 CHF | 651,649 CHF | 98.90% | 98.90% |
| 14/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,951,970 CHF | 652,658 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,915,650 CHF | 640,550 CHF | 93.65% | 93.65% |
| 12/11/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,914,520 CHF | 640,173 CHF | 96.97% | 96.97% |
| 11/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,869,460 CHF | 625,153 CHF | 99.34% | 99.34% |
| 08/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,857,990 CHF | 621,331 CHF | 99.35% | 99.35% |
| 07/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,832,260 CHF | 612,754 CHF | 98.70% | 98.70% |
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