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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 | 0.24% | 6.34 CHF | 6.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 316,543 CHF | 317,293 CHF | 14.13% | 100.00% |
| 19/11/2024 | 0.24% | 6.27 CHF | 6.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 315,900 CHF | 316,664 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.24% | 6.23 CHF | 6.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 306,818 CHF | 307,567 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.25% | 5.96 CHF | 5.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 295,997 CHF | 296,743 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.26% | 5.89 CHF | 5.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 287,908 CHF | 288,656 CHF | 99.56% | 99.56% |
| 13/11/2024 | 0.26% | 5.86 CHF | 5.87 CHF | 50,000 | 50,000 | 49,704 | 49,704 | 290,449 CHF | 291,202 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.34% | 5.78 CHF | 5.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 294,942 CHF | 295,942 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 6.03 CHF | 6.05 CHF | 50,000 | 50,000 | 41,256 | 41,256 | 250,980 CHF | 251,733 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 5.63 CHF | 5.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 281,609 CHF | 282,515 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.40% | 5.75 CHF | 5.76 CHF | 50,000 | 50,000 | 35,694 | 35,694 | 205,612 CHF | 206,352 CHF | 97.53% | 97.53% |
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