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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 | 0.16% | 6.11 CHF | 6.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,748,800 CHF | 917,766 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,613,510 CHF | 872,668 CHF | 99.42% | 99.42% |
| 18/11/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,533,680 CHF | 846,060 CHF | 97.68% | 97.68% |
| 15/11/2024 | 0.17% | 5.62 CHF | 5.63 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,573,290 CHF | 859,262 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,593,830 CHF | 866,109 CHF | 99.42% | 99.42% |
| 13/11/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,530,920 CHF | 845,139 CHF | 97.04% | 97.04% |
| 12/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,461,490 CHF | 821,995 CHF | 96.87% | 96.87% |
| 11/11/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,417,050 CHF | 807,183 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,393,910 CHF | 799,470 CHF | 99.25% | 99.25% |
| 07/11/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,342,730 CHF | 782,409 CHF | 98.69% | 98.69% |
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