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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 | 0.33% | 3.01 CHF | 3.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,828,780 CHF | 611,594 CHF | 98.92% | 98.92% |
| 19/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,771,120 CHF | 592,372 CHF | 90.71% | 90.71% |
| 18/11/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,773,840 CHF | 593,278 CHF | 97.18% | 97.18% |
| 15/11/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,779,030 CHF | 595,010 CHF | 98.31% | 98.31% |
| 14/11/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,800,420 CHF | 602,142 CHF | 99.02% | 99.02% |
| 13/11/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,779,470 CHF | 595,156 CHF | 96.46% | 96.46% |
| 12/11/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,824,160 CHF | 610,053 CHF | 96.48% | 96.48% |
| 11/11/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,848,140 CHF | 618,046 CHF | 98.98% | 98.98% |
| 08/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,833,980 CHF | 613,326 CHF | 98.90% | 98.90% |
| 07/11/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,798,340 CHF | 601,446 CHF | 98.28% | 98.28% |
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