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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 | 0.19% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 256,855 CHF | 257,355 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 248,842 CHF | 249,342 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 254,184 CHF | 254,684 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,542 CHF | 263,042 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,952 CHF | 264,452 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 256,736 CHF | 257,236 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,598 CHF | 264,098 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 269,583 CHF | 270,083 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 261,958 CHF | 262,458 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 264,323 CHF | 264,823 CHF | 99.70% | 99.70% |
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