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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 | 0.26% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,652 CHF | 194,152 CHF | 99.45% | 99.45% |
| 19/11/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,000 CHF | 192,500 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.25% | 3.84 CHF | 3.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,162 CHF | 197,662 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 202,204 CHF | 202,704 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,212 CHF | 208,712 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 201,812 CHF | 202,312 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,765 CHF | 199,265 CHF | 99.78% | 99.78% |
| 11/11/2024 | 0.27% | 3.87 CHF | 3.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,812 CHF | 188,312 CHF | 99.77% | 99.77% |
| 08/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,469 CHF | 183,969 CHF | 99.16% | 99.16% |
| 07/11/2024 | 0.27% | 3.58 CHF | 3.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,523 CHF | 184,023 CHF | 100.00% | 100.00% |
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