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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 | 0.30% | 4.32 CHF | 4.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,220 CHF | 219,883 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 4.14 CHF | 4.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,483 CHF | 206,159 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 4.18 CHF | 4.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,245 CHF | 207,895 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 4.17 CHF | 4.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,316 CHF | 210,961 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,000 CHF | 213,662 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.33% | 4.30 CHF | 4.32 CHF | 50,000 | 50,000 | 49,441 | 49,441 | 213,629 CHF | 214,323 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.32% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,951 CHF | 222,669 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 4.55 CHF | 4.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,638 CHF | 228,332 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 4.43 CHF | 4.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,853 CHF | 220,510 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 4.42 CHF | 4.43 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 215,690 CHF | 216,371 CHF | 99.13% | 99.13% |
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