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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 | 0.21% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 235,135 CHF | 235,635 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,138 CHF | 227,638 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,523 CHF | 233,023 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,058 CHF | 241,558 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 242,185 CHF | 242,685 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 232,452 CHF | 232,951 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 241,946 CHF | 242,446 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.21% | 4.98 CHF | 4.99 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 241,653 CHF | 242,153 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 240,300 CHF | 240,800 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.86 CHF | 4.87 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 235,180 CHF | 235,675 CHF | 98.73% | 98.73% |
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