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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% | 4.34 CHF | 4.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,289,170 CHF | 430,723 CHF | 99.41% | 99.41% |
| 19/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,303,800 CHF | 435,600 CHF | 99.41% | 99.41% |
| 18/11/2024 | 0.23% | 4.24 CHF | 4.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,279,430 CHF | 427,478 CHF | 97.56% | 97.56% |
| 15/11/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,277,480 CHF | 426,828 CHF | 99.41% | 99.41% |
| 14/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,294,700 CHF | 432,566 CHF | 99.41% | 99.41% |
| 13/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,316,510 CHF | 439,838 CHF | 97.07% | 97.07% |
| 12/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,291,000 CHF | 431,334 CHF | 96.85% | 96.85% |
| 11/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,235,510 CHF | 412,836 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,243,080 CHF | 415,359 CHF | 96.65% | 96.65% |
| 07/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,207,110 CHF | 403,368 CHF | 98.69% | 98.69% |
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