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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% | 4.39 CHF | 4.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,828 CHF | 223,490 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.30% | 4.21 CHF | 4.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,158 CHF | 209,793 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.30% | 4.25 CHF | 4.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 210,855 CHF | 211,492 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.32% | 4.24 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 213,927 CHF | 214,613 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 4.32 CHF | 4.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,603 CHF | 217,291 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.29% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 49,441 | 49,441 | 217,254 CHF | 217,886 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.28% | 4.39 CHF | 4.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,630 CHF | 226,263 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 4.62 CHF | 4.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,243 CHF | 231,931 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 4.50 CHF | 4.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,435 CHF | 224,141 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.29% | 4.49 CHF | 4.51 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 219,239 CHF | 219,862 CHF | 99.13% | 99.13% |
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