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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 | 0.23% | 4.23 CHF | 4.24 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,513,380 CHF | 650,093 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,480,680 CHF | 636,076 CHF | 99.42% | 99.42% |
| 18/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,517,870 CHF | 652,018 CHF | 97.71% | 97.71% |
| 15/11/2024 | 0.22% | 4.36 CHF | 4.37 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,586,510 CHF | 681,431 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.21% | 4.64 CHF | 4.65 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,656,630 CHF | 711,486 CHF | 99.43% | 99.43% |
| 13/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,581,180 CHF | 679,149 CHF | 96.92% | 96.92% |
| 12/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,549,870 CHF | 665,728 CHF | 96.95% | 96.95% |
| 11/11/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,568,490 CHF | 673,710 CHF | 99.43% | 99.43% |
| 08/11/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,565,730 CHF | 672,525 CHF | 99.33% | 99.33% |
| 07/11/2024 | 0.23% | 4.52 CHF | 4.53 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,546,930 CHF | 664,470 CHF | 98.68% | 98.68% |
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