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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 | 0.32% | 3.02 CHF | 3.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,387,560 CHF | 464,019 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,264,530 CHF | 423,010 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,279,650 CHF | 428,048 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,306,750 CHF | 437,085 CHF | 99.36% | 99.36% |
| 14/11/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,330,790 CHF | 445,095 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,358,280 CHF | 454,260 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,410,920 CHF | 471,805 CHF | 99.15% | 99.15% |
| 11/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,461,840 CHF | 488,778 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,390,980 CHF | 465,160 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,404,830 CHF | 469,777 CHF | 98.58% | 98.58% |
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