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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 | 0.20% | 4.99 CHF | 5.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 150,994 CHF | 151,294 CHF | 94.92% | 94.92% |
| 19/11/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 149,096 CHF | 149,396 CHF | 90.44% | 90.44% |
| 18/11/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 30,000 | 30,000 | 29,998 | 29,998 | 143,598 CHF | 143,898 CHF | 99.05% | 99.05% |
| 15/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 137,051 CHF | 137,351 CHF | 96.34% | 96.34% |
| 14/11/2024 | 0.23% | 4.54 CHF | 4.55 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 132,253 CHF | 132,553 CHF | 91.19% | 91.19% |
| 13/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 134,867 CHF | 135,167 CHF | 96.24% | 96.24% |
| 12/11/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 136,408 CHF | 136,708 CHF | 93.54% | 93.54% |
| 11/11/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 142,072 CHF | 142,372 CHF | 90.81% | 90.81% |
| 08/11/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 128,366 CHF | 128,666 CHF | 91.19% | 91.19% |
| 07/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 131,835 CHF | 132,135 CHF | 91.97% | 91.97% |
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