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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 | 0.22% | 4.60 CHF | 4.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,380,400 CHF | 1,383,400 CHF | 99.40% | 99.40% |
| 19/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,378,100 CHF | 1,381,100 CHF | 99.33% | 99.33% |
| 18/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 572,015 CHF | 573,265 CHF | 99.19% | 99.19% |
| 15/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 574,790 CHF | 576,040 CHF | 97.86% | 97.86% |
| 14/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 571,008 CHF | 572,258 CHF | 99.49% | 99.49% |
| 13/11/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 569,324 CHF | 570,574 CHF | 98.74% | 98.74% |
| 12/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 568,338 CHF | 569,588 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 571,367 CHF | 572,617 CHF | 98.16% | 98.16% |
| 08/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 573,222 CHF | 574,472 CHF | 99.46% | 99.46% |
| 07/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 574,657 CHF | 575,907 CHF | 99.37% | 99.37% |
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