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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 | 0.25% | 3.96 CHF | 3.97 CHF | 250,000 | 250,000 | 92,100 | 92,100 | 368,590 CHF | 369,513 CHF | 95.67% | 95.67% |
| 19/11/2024 | 0.63% | 3.89 CHF | 3.90 CHF | 250,000 | 250,000 | 78,571 | 78,571 | 301,172 CHF | 302,376 CHF | 92.93% | 92.93% |
| 18/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 250,000 | 250,000 | 96,475 | 96,475 | 357,986 CHF | 358,953 CHF | 91.58% | 91.58% |
| 15/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 250,000 | 250,000 | 95,180 | 95,180 | 376,292 CHF | 377,245 CHF | 94.99% | 94.99% |
| 14/11/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 230,000 | 230,000 | 88,956 | 88,956 | 363,856 CHF | 364,749 CHF | 96.14% | 96.14% |
| 13/11/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 250,000 | 250,000 | 88,566 | 88,566 | 361,328 CHF | 362,216 CHF | 94.80% | 94.80% |
| 12/11/2024 | 0.59% | 4.08 CHF | 4.09 CHF | 230,000 | 230,000 | 64,505 | 64,505 | 260,223 CHF | 261,322 CHF | 95.72% | 95.72% |
| 11/11/2024 | 0.26% | 3.98 CHF | 3.99 CHF | 250,000 | 250,000 | 91,865 | 91,865 | 368,171 CHF | 369,093 CHF | 96.27% | 96.27% |
| 08/11/2024 | 0.30% | 4.02 CHF | 4.03 CHF | 250,000 | 250,000 | 88,693 | 88,693 | 358,396 CHF | 359,296 CHF | 94.58% | 94.58% |
| 07/11/2024 | 0.26% | 4.02 CHF | 4.03 CHF | 250,000 | 250,000 | 96,792 | 96,792 | 386,135 CHF | 387,108 CHF | 97.88% | 97.88% |
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