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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% | 4.47 CHF | 4.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,635 CHF | 229,135 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 4.46 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,638 CHF | 221,088 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.52 CHF | 4.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,973 CHF | 226,473 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 4.68 CHF | 4.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 234,558 CHF | 235,058 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,685 CHF | 236,185 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 226,024 CHF | 226,523 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.21% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,446 CHF | 235,946 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.85 CHF | 4.86 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 235,317 CHF | 235,817 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.67 CHF | 4.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,800 CHF | 234,300 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 228,883 CHF | 229,378 CHF | 98.73% | 98.73% |
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