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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 | 0.23% | 4.32 CHF | 4.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,288,660 CHF | 430,553 CHF | 98.95% | 98.95% |
| 19/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,282,950 CHF | 428,651 CHF | 90.65% | 90.65% |
| 18/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,287,210 CHF | 430,071 CHF | 96.88% | 96.88% |
| 15/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,283,810 CHF | 428,938 CHF | 98.32% | 98.32% |
| 14/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,285,480 CHF | 429,494 CHF | 98.11% | 98.11% |
| 13/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,280,010 CHF | 427,671 CHF | 96.11% | 96.11% |
| 12/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,249,420 CHF | 417,473 CHF | 95.03% | 95.03% |
| 11/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,168,050 CHF | 390,349 CHF | 98.40% | 98.40% |
| 08/11/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,182,140 CHF | 395,045 CHF | 93.17% | 93.17% |
| 07/11/2024 | 0.26% | 3.92 CHF | 3.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,174,350 CHF | 392,450 CHF | 98.31% | 98.31% |
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