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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 | 0.16% | 6.14 CHF | 6.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 310,173 CHF | 310,673 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 296,449 CHF | 296,949 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 298,140 CHF | 298,640 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 301,146 CHF | 301,646 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 303,842 CHF | 304,342 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 306,899 CHF | 307,399 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 312,725 CHF | 313,225 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 318,439 CHF | 318,939 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 310,610 CHF | 311,110 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 312,103 CHF | 312,603 CHF | 99.70% | 99.70% |
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