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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 | 0.26% | 3.73 CHF | 3.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,145,230 CHF | 382,742 CHF | 91.43% | 91.43% |
| 19/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,130,420 CHF | 377,806 CHF | 99.42% | 99.42% |
| 18/11/2024 | 0.27% | 3.85 CHF | 3.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,119,960 CHF | 374,322 CHF | 97.70% | 97.70% |
| 15/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,122,760 CHF | 375,254 CHF | 99.43% | 99.43% |
| 14/11/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,166,450 CHF | 389,817 CHF | 99.42% | 99.42% |
| 13/11/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,191,850 CHF | 398,282 CHF | 94.76% | 94.76% |
| 12/11/2024 | 0.24% | 4.01 CHF | 4.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,229,610 CHF | 410,869 CHF | 89.35% | 89.35% |
| 11/11/2024 | 0.35% | 4.14 CHF | 4.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,244,930 CHF | 416,449 CHF | 98.96% | 98.96% |
| 08/11/2024 | 0.36% | 4.22 CHF | 4.23 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,264,220 CHF | 422,905 CHF | 93.77% | 93.77% |
| 07/11/2024 | 0.37% | 4.16 CHF | 4.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,230,080 CHF | 411,527 CHF | 98.68% | 98.68% |
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