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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 | 0.28% | 3.54 CHF | 3.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,070,940 CHF | 357,979 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,022,950 CHF | 341,982 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.30% | 3.45 CHF | 3.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,012,050 CHF | 338,351 CHF | 97.69% | 97.69% |
| 15/11/2024 | 0.28% | 3.43 CHF | 3.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,089,770 CHF | 364,258 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,132,070 CHF | 378,356 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.26% | 3.71 CHF | 3.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,149,200 CHF | 384,066 CHF | 92.81% | 92.81% |
| 12/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,172,090 CHF | 391,697 CHF | 96.81% | 96.81% |
| 11/11/2024 | 0.24% | 4.00 CHF | 4.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,234,120 CHF | 412,374 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,272,250 CHF | 425,082 CHF | 91.33% | 91.33% |
| 07/11/2024 | 0.26% | 4.34 CHF | 4.35 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,156,480 CHF | 386,493 CHF | 98.68% | 98.68% |
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