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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% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,285 CHF | 223,785 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,288 CHF | 215,788 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,673 CHF | 221,173 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,208 CHF | 229,708 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,335 CHF | 230,835 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.23% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 49,448 | 49,448 | 220,733 CHF | 221,232 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,096 CHF | 230,596 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 50,000 | 50,000 | 48,734 | 48,734 | 230,151 CHF | 230,651 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 228,500 CHF | 229,000 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.62 CHF | 4.63 CHF | 50,000 | 50,000 | 48,436 | 48,436 | 223,701 CHF | 224,195 CHF | 98.73% | 98.73% |
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