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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 | 0.31% | 4.43 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,674 CHF | 225,383 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.32% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,983 CHF | 211,658 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 4.29 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 212,745 CHF | 213,395 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.30% | 4.28 CHF | 4.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,816 CHF | 216,461 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.30% | 4.36 CHF | 4.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 218,500 CHF | 219,162 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.31% | 4.41 CHF | 4.43 CHF | 50,000 | 50,000 | 49,441 | 49,441 | 219,067 CHF | 219,734 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.32% | 4.43 CHF | 4.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 227,451 CHF | 228,169 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.28% | 4.66 CHF | 4.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 233,138 CHF | 233,800 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 4.54 CHF | 4.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,323 CHF | 226,010 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 4.53 CHF | 4.54 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 221,046 CHF | 221,727 CHF | 99.13% | 99.13% |
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