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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 | 0.18% | 5.68 CHF | 5.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,551,670 CHF | 852,057 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,416,990 CHF | 807,162 CHF | 99.42% | 99.42% |
| 18/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,336,390 CHF | 780,297 CHF | 97.68% | 97.68% |
| 15/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,375,900 CHF | 793,468 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,396,160 CHF | 800,220 CHF | 99.42% | 99.42% |
| 13/11/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,335,120 CHF | 779,873 CHF | 97.09% | 97.09% |
| 12/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,265,590 CHF | 756,695 CHF | 96.96% | 96.96% |
| 11/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,221,530 CHF | 742,011 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,200,220 CHF | 734,907 CHF | 99.24% | 99.24% |
| 07/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,148,670 CHF | 717,722 CHF | 98.70% | 98.70% |
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