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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 | 0.15% | 6.82 CHF | 6.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 343,933 CHF | 344,433 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 330,181 CHF | 330,681 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 331,966 CHF | 332,466 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 334,927 CHF | 335,427 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 337,601 CHF | 338,101 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 340,638 CHF | 341,138 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.14% | 6.81 CHF | 6.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 346,451 CHF | 346,951 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 352,146 CHF | 352,646 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 344,323 CHF | 344,823 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 345,878 CHF | 346,378 CHF | 99.70% | 99.70% |
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