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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 | 0.20% | 4.98 CHF | 4.99 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 201,391 CHF | 201,791 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,863 CHF | 125,113 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 127,185 CHF | 127,435 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 126,637 CHF | 126,887 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 124,060 CHF | 124,310 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 4.69 CHF | 4.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 118,049 CHF | 118,299 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 121,394 CHF | 121,644 CHF | 99.71% | 99.71% |
| 11/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 125,310 CHF | 125,560 CHF | 99.89% | 99.89% |
| 08/11/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 126,151 CHF | 126,401 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 129,563 CHF | 129,813 CHF | 99.91% | 99.91% |
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