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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 | 0.22% | 4.40 CHF | 4.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,185 CHF | 225,685 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,188 CHF | 217,688 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,573 CHF | 223,073 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,108 CHF | 231,608 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,285 CHF | 232,785 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.23% | 4.54 CHF | 4.55 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 222,612 CHF | 223,111 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.22% | 4.48 CHF | 4.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,996 CHF | 232,496 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.78 CHF | 4.79 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 232,003 CHF | 232,503 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,400 CHF | 230,900 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 225,541 CHF | 226,036 CHF | 98.73% | 98.73% |
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