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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 | 0.22% | 4.44 CHF | 4.45 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,586,200 CHF | 681,302 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,553,370 CHF | 667,229 CHF | 99.41% | 99.41% |
| 18/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,590,780 CHF | 683,261 CHF | 97.70% | 97.70% |
| 15/11/2024 | 0.21% | 4.57 CHF | 4.58 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,659,500 CHF | 712,715 CHF | 99.43% | 99.43% |
| 14/11/2024 | 0.20% | 4.85 CHF | 4.86 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,729,680 CHF | 742,793 CHF | 99.43% | 99.43% |
| 13/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,653,900 CHF | 710,314 CHF | 97.09% | 97.09% |
| 12/11/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,622,580 CHF | 696,893 CHF | 96.92% | 96.92% |
| 11/11/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,640,800 CHF | 704,701 CHF | 99.43% | 99.43% |
| 08/11/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,637,470 CHF | 703,274 CHF | 99.36% | 99.36% |
| 07/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,618,800 CHF | 695,269 CHF | 98.66% | 98.66% |
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