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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% | 3.27 CHF | 3.28 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,010,100 CHF | 337,700 CHF | 91.44% | 91.44% |
| 19/11/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 985,315 CHF | 329,438 CHF | 99.42% | 99.42% |
| 18/11/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,000,080 CHF | 334,359 CHF | 97.06% | 97.06% |
| 15/11/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,036,880 CHF | 346,626 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,052,100 CHF | 351,701 CHF | 99.43% | 99.43% |
| 13/11/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,025,700 CHF | 342,899 CHF | 94.75% | 94.75% |
| 12/11/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,005,440 CHF | 336,147 CHF | 96.86% | 96.86% |
| 11/11/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,026,620 CHF | 343,206 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,032,830 CHF | 345,276 CHF | 99.24% | 99.24% |
| 07/11/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,018,100 CHF | 340,368 CHF | 98.66% | 98.66% |
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