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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 | 0.60% | 6.24 CHF | 6.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 317,191 CHF | 319,091 CHF | 99.28% | 99.28% |
| 19/11/2024 | 0.61% | 6.23 CHF | 6.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 309,266 CHF | 311,166 CHF | 98.46% | 98.46% |
| 18/11/2024 | 0.80% | 6.29 CHF | 6.33 CHF | 50,000 | 50,000 | 43,383 | 43,383 | 272,747 CHF | 274,651 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.59% | 6.45 CHF | 6.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 322,943 CHF | 324,843 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 6.50 CHF | 6.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 324,036 CHF | 325,936 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.61% | 6.37 CHF | 6.41 CHF | 50,000 | 50,000 | 49,438 | 49,438 | 313,315 CHF | 315,219 CHF | 97.43% | 97.43% |
| 12/11/2024 | 0.59% | 6.32 CHF | 6.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 323,746 CHF | 325,646 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.58% | 6.62 CHF | 6.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 329,713 CHF | 331,638 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.59% | 6.44 CHF | 6.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 321,972 CHF | 323,872 CHF | 96.01% | 96.01% |
| 07/11/2024 | 0.63% | 6.49 CHF | 6.53 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 314,300 CHF | 316,201 CHF | 98.73% | 98.73% |
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