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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 | 0.24% | 3.99 CHF | 4.00 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,427,400 CHF | 613,241 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,394,930 CHF | 599,328 CHF | 99.41% | 99.41% |
| 18/11/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,431,790 CHF | 615,123 CHF | 97.70% | 97.70% |
| 15/11/2024 | 0.23% | 4.11 CHF | 4.12 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,500,320 CHF | 644,495 CHF | 99.43% | 99.43% |
| 14/11/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,570,470 CHF | 674,556 CHF | 99.43% | 99.43% |
| 13/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,495,670 CHF | 642,500 CHF | 96.92% | 96.92% |
| 12/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,464,710 CHF | 629,232 CHF | 96.86% | 96.86% |
| 11/11/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,483,330 CHF | 637,213 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,481,200 CHF | 636,299 CHF | 99.36% | 99.36% |
| 07/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,462,100 CHF | 628,116 CHF | 98.68% | 98.68% |
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