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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 | 0.23% | 4.18 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,285 CHF | 214,785 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.24% | 4.18 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 206,288 CHF | 206,788 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 211,673 CHF | 212,173 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,208 CHF | 220,708 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,385 CHF | 221,885 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 211,833 CHF | 212,332 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.23% | 4.26 CHF | 4.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,146 CHF | 221,646 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.23% | 4.57 CHF | 4.58 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 221,379 CHF | 221,879 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,500 CHF | 220,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.24% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 215,031 CHF | 215,525 CHF | 98.73% | 98.73% |
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