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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 | 0.26% | 3.75 CHF | 3.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,134,920 CHF | 379,308 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.28% | 3.73 CHF | 3.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,086,960 CHF | 363,321 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,076,320 CHF | 359,772 CHF | 97.72% | 97.72% |
| 15/11/2024 | 0.26% | 3.65 CHF | 3.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,154,180 CHF | 385,726 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,196,470 CHF | 399,822 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,213,250 CHF | 405,418 CHF | 92.85% | 92.85% |
| 12/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,235,950 CHF | 412,984 CHF | 96.96% | 96.96% |
| 11/11/2024 | 0.23% | 4.21 CHF | 4.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,297,830 CHF | 433,610 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.22% | 4.32 CHF | 4.33 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,335,480 CHF | 446,161 CHF | 91.33% | 91.33% |
| 07/11/2024 | 0.25% | 4.55 CHF | 4.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,219,800 CHF | 407,600 CHF | 98.68% | 98.68% |
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