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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 | 0.33% | 4.61 CHF | 4.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,793 CHF | 230,543 CHF | 14.13% | 100.00% |
| 19/11/2024 | 0.32% | 4.54 CHF | 4.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 229,164 CHF | 229,900 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.34% | 4.49 CHF | 4.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,067 CHF | 220,818 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.36% | 4.22 CHF | 4.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,243 CHF | 209,997 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 4.15 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 201,156 CHF | 201,908 CHF | 99.56% | 99.56% |
| 13/11/2024 | 0.38% | 4.12 CHF | 4.14 CHF | 50,000 | 50,000 | 49,704 | 49,704 | 204,206 CHF | 204,979 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.44% | 4.05 CHF | 4.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,277 CHF | 209,187 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 4.30 CHF | 4.31 CHF | 50,000 | 50,000 | 41,256 | 41,256 | 179,391 CHF | 180,163 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.44% | 3.90 CHF | 3.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,015 CHF | 195,881 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.57% | 4.01 CHF | 4.03 CHF | 50,000 | 50,000 | 35,694 | 35,694 | 143,691 CHF | 144,426 CHF | 97.53% | 97.53% |
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