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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 758,248 CHF | 759,748 CHF | 98.58% | 98.58% |
| 22/11/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 779,062 CHF | 780,562 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 756,502 CHF | 758,002 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 768,332 CHF | 769,832 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 376,395 CHF | 377,145 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 374,866 CHF | 375,616 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 381,453 CHF | 382,203 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 389,398 CHF | 390,148 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 388,741 CHF | 389,491 CHF | 99.71% | 99.71% |
| 11/11/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 374,140 CHF | 374,890 CHF | 99.91% | 99.91% |
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