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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% | 3.79 CHF | 3.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,132,740 CHF | 378,579 CHF | 99.33% | 99.33% |
| 19/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,116,850 CHF | 373,283 CHF | 98.82% | 98.82% |
| 18/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,126,820 CHF | 376,608 CHF | 97.22% | 97.22% |
| 15/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,120,580 CHF | 374,526 CHF | 99.20% | 99.20% |
| 14/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,110,580 CHF | 371,192 CHF | 98.23% | 98.23% |
| 13/11/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,131,260 CHF | 378,086 CHF | 96.74% | 96.74% |
| 12/11/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,115,820 CHF | 372,938 CHF | 89.45% | 89.45% |
| 11/11/2024 | 0.28% | 3.67 CHF | 3.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,079,270 CHF | 360,755 CHF | 98.81% | 98.81% |
| 08/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,065,520 CHF | 356,173 CHF | 93.33% | 93.33% |
| 07/11/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,088,150 CHF | 363,718 CHF | 98.27% | 98.27% |
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