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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 | 0.22% | 4.47 CHF | 4.48 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,117,300 CHF | 335,939 CHF | 98.31% | 98.31% |
| 19/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,094,080 CHF | 328,974 CHF | 98.65% | 98.65% |
| 18/11/2024 | 0.22% | 4.42 CHF | 4.43 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,115,650 CHF | 335,446 CHF | 95.01% | 95.01% |
| 15/11/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,107,400 CHF | 332,972 CHF | 99.39% | 99.39% |
| 14/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,071,320 CHF | 322,145 CHF | 95.89% | 95.89% |
| 13/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,051,070 CHF | 316,072 CHF | 96.80% | 96.80% |
| 12/11/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,054,370 CHF | 317,061 CHF | 89.44% | 89.44% |
| 11/11/2024 | 0.25% | 4.16 CHF | 4.17 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 1,012,020 CHF | 304,357 CHF | 98.89% | 98.89% |
| 08/11/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 962,062 CHF | 289,369 CHF | 93.39% | 93.39% |
| 07/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 250,000 | 75,000 | 250,000 | 75,000 | 921,239 CHF | 277,122 CHF | 84.76% | 84.76% |
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