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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 | 300,000 | 100,000 | 300,000 | 100,000 | 1,195,950 CHF | 399,651 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,147,740 CHF | 383,579 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,137,400 CHF | 380,134 CHF | 97.69% | 97.69% |
| 15/11/2024 | 0.25% | 3.85 CHF | 3.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,215,190 CHF | 406,062 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.24% | 4.19 CHF | 4.20 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,257,640 CHF | 420,213 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,274,100 CHF | 425,701 CHF | 92.81% | 92.81% |
| 12/11/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,296,660 CHF | 433,221 CHF | 96.82% | 96.82% |
| 11/11/2024 | 0.22% | 4.41 CHF | 4.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,358,290 CHF | 453,764 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.21% | 4.51 CHF | 4.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,395,390 CHF | 466,128 CHF | 91.33% | 91.33% |
| 07/11/2024 | 0.23% | 4.75 CHF | 4.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,279,910 CHF | 427,637 CHF | 98.69% | 98.69% |
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