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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 | 0.17% | 5.81 CHF | 5.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 295,855 CHF | 296,355 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 287,842 CHF | 288,342 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 293,184 CHF | 293,684 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 301,542 CHF | 302,042 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.16% | 6.08 CHF | 6.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 302,952 CHF | 303,452 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 295,736 CHF | 296,236 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 302,593 CHF | 303,093 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 308,583 CHF | 309,083 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 300,934 CHF | 301,434 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.16% | 6.07 CHF | 6.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 303,239 CHF | 303,739 CHF | 99.70% | 99.70% |
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