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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 | 0.25% | 3.96 CHF | 3.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,217,410 CHF | 406,804 CHF | 91.44% | 91.44% |
| 19/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,192,230 CHF | 398,408 CHF | 98.78% | 98.78% |
| 18/11/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,207,830 CHF | 403,609 CHF | 95.62% | 95.62% |
| 15/11/2024 | 0.24% | 4.04 CHF | 4.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,244,970 CHF | 415,990 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,260,340 CHF | 421,114 CHF | 99.43% | 99.43% |
| 13/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,232,440 CHF | 411,812 CHF | 94.86% | 94.86% |
| 12/11/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,211,680 CHF | 404,894 CHF | 96.95% | 96.95% |
| 11/11/2024 | 0.24% | 4.03 CHF | 4.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,232,470 CHF | 411,824 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,236,830 CHF | 413,277 CHF | 99.24% | 99.24% |
| 07/11/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,222,710 CHF | 408,571 CHF | 98.66% | 98.66% |
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