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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 | 0.18% | 5.35 CHF | 5.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 272,456 CHF | 272,956 CHF | 99.73% | 99.73% |
| 19/11/2024 | 0.19% | 5.34 CHF | 5.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 264,438 CHF | 264,938 CHF | 99.82% | 99.82% |
| 18/11/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 269,788 CHF | 270,288 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 278,127 CHF | 278,627 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 279,454 CHF | 279,954 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.18% | 5.48 CHF | 5.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 272,340 CHF | 272,840 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 279,190 CHF | 279,690 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 285,180 CHF | 285,680 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 277,534 CHF | 278,034 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 279,829 CHF | 280,329 CHF | 99.70% | 99.70% |
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