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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 | 0.23% | 5.77 CHF | 5.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 291,828 CHF | 292,490 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 5.59 CHF | 5.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 278,092 CHF | 278,767 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.26% | 5.63 CHF | 5.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 279,774 CHF | 280,492 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.24% | 5.62 CHF | 5.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 282,852 CHF | 283,519 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.25% | 5.70 CHF | 5.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 285,500 CHF | 286,203 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.22% | 5.75 CHF | 5.77 CHF | 50,000 | 50,000 | 49,441 | 49,441 | 285,388 CHF | 286,010 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.23% | 5.77 CHF | 5.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 294,451 CHF | 295,130 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 6.00 CHF | 6.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 300,138 CHF | 300,800 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 5.88 CHF | 5.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 292,323 CHF | 293,010 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 5.87 CHF | 5.88 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 286,308 CHF | 286,953 CHF | 99.13% | 99.13% |
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