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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% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,576 CHF | 205,076 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 202,881 CHF | 203,381 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,106 CHF | 208,606 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.23% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,164 CHF | 213,664 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,177 CHF | 219,677 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,707 CHF | 213,207 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,645 CHF | 210,145 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,669 CHF | 199,169 CHF | 99.77% | 99.77% |
| 08/11/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,217 CHF | 194,717 CHF | 99.16% | 99.16% |
| 07/11/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,327 CHF | 194,827 CHF | 99.96% | 99.96% |
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