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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 | 0.21% | 4.71 CHF | 4.72 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 699,933 CHF | 701,433 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 4.72 CHF | 4.73 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 719,737 CHF | 721,237 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.78 CHF | 4.79 CHF | 150,000 | 150,000 | 150,000 | 149,999 | 693,430 CHF | 694,926 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 675,622 CHF | 677,122 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 640,703 CHF | 642,203 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 693,469 CHF | 694,969 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.23% | 4.48 CHF | 4.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 665,420 CHF | 666,920 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.21% | 4.43 CHF | 4.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 704,288 CHF | 705,788 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 728,915 CHF | 730,415 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.21% | 4.98 CHF | 4.99 CHF | 150,000 | 150,000 | 149,996 | 149,996 | 720,748 CHF | 722,248 CHF | 99.48% | 99.48% |
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