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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% | 4.16 CHF | 4.17 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 168,602 CHF | 169,002 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,387 CHF | 104,637 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,652 CHF | 106,902 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 106,068 CHF | 106,318 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 103,525 CHF | 103,775 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 97,506 CHF | 97,756 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 3.85 CHF | 3.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 100,875 CHF | 101,125 CHF | 99.70% | 99.70% |
| 11/11/2024 | 0.24% | 4.16 CHF | 4.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 104,766 CHF | 105,016 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 105,574 CHF | 105,824 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 108,916 CHF | 109,166 CHF | 99.91% | 99.91% |
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