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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 | 0.23% | 4.46 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,257 CHF | 221,757 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.22% | 4.58 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 230,457 CHF | 230,957 CHF | 99.90% | 99.90% |
| 18/11/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,075 CHF | 226,575 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 223,468 CHF | 223,968 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 217,071 CHF | 217,571 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 219,794 CHF | 220,294 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.25% | 4.26 CHF | 4.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,877 CHF | 197,377 CHF | 99.71% | 99.71% |
| 11/11/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,249 CHF | 191,749 CHF | 99.90% | 99.90% |
| 08/11/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,517 CHF | 205,017 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 197,998 CHF | 198,498 CHF | 99.91% | 99.91% |
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