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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 | 0.25% | 5.17 CHF | 5.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 261,720 CHF | 262,383 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.27% | 4.99 CHF | 5.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 247,983 CHF | 248,658 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.26% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 249,745 CHF | 250,395 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.28% | 5.02 CHF | 5.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 252,747 CHF | 253,461 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.25% | 5.10 CHF | 5.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 255,463 CHF | 256,103 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.28% | 5.15 CHF | 5.17 CHF | 50,000 | 50,000 | 49,441 | 49,441 | 255,615 CHF | 256,319 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.27% | 5.16 CHF | 5.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 264,349 CHF | 265,063 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 5.40 CHF | 5.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 270,102 CHF | 270,743 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.26% | 5.28 CHF | 5.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 262,252 CHF | 262,935 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.28% | 5.27 CHF | 5.28 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 257,032 CHF | 257,730 CHF | 99.13% | 99.13% |
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