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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 | 0.24% | 4.16 CHF | 4.17 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 945,841 CHF | 316,030 CHF | 99.41% | 99.41% |
| 19/11/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 910,214 CHF | 304,155 CHF | 96.69% | 96.69% |
| 18/11/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 994,095 CHF | 332,115 CHF | 97.61% | 97.61% |
| 15/11/2024 | 0.21% | 4.60 CHF | 4.61 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 709,827 CHF | 237,109 CHF | 96.55% | 96.55% |
| 14/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 706,500 CHF | 236,000 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 689,263 CHF | 230,254 CHF | 99.39% | 99.39% |
| 12/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 691,360 CHF | 230,953 CHF | 99.36% | 99.36% |
| 11/11/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 684,726 CHF | 228,742 CHF | 99.36% | 99.36% |
| 08/11/2024 | 0.22% | 4.46 CHF | 4.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 666,157 CHF | 222,552 CHF | 99.30% | 99.30% |
| 07/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 687,575 CHF | 229,692 CHF | 98.70% | 98.70% |
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