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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% | 6.03 CHF | 6.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 304,534 CHF | 305,034 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 290,786 CHF | 291,286 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 292,543 CHF | 293,043 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 295,542 CHF | 296,042 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 298,201 CHF | 298,701 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 301,232 CHF | 301,732 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.16% | 6.02 CHF | 6.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 307,070 CHF | 307,570 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 312,807 CHF | 313,307 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 304,935 CHF | 305,435 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 306,517 CHF | 307,017 CHF | 99.70% | 99.70% |
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