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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 | 0.21% | 4.68 CHF | 4.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,398,240 CHF | 467,082 CHF | 98.95% | 98.95% |
| 19/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,392,670 CHF | 465,225 CHF | 90.65% | 90.65% |
| 18/11/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,397,310 CHF | 466,769 CHF | 96.89% | 96.89% |
| 15/11/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,394,230 CHF | 465,743 CHF | 98.31% | 98.31% |
| 14/11/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,395,560 CHF | 466,185 CHF | 98.11% | 98.11% |
| 13/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,390,220 CHF | 464,407 CHF | 96.05% | 96.05% |
| 12/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,359,570 CHF | 454,191 CHF | 95.02% | 95.02% |
| 11/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,278,420 CHF | 427,140 CHF | 98.43% | 98.43% |
| 08/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,292,490 CHF | 431,829 CHF | 93.15% | 93.15% |
| 07/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,285,300 CHF | 429,434 CHF | 98.30% | 98.30% |
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