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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 | 0.49% | 122.50 CHF | 123.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 614,013 CHF | 617,013 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.49% | 121.90 CHF | 122.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 611,630 CHF | 614,630 CHF | 99.38% | 99.38% |
| 18/11/2024 | 0.49% | 121.70 CHF | 122.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 604,707 CHF | 607,707 CHF | 99.37% | 99.37% |
| 15/11/2024 | 0.50% | 119.50 CHF | 120.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 596,173 CHF | 599,173 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.51% | 119.00 CHF | 119.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 589,592 CHF | 592,592 CHF | 99.38% | 99.38% |
| 13/11/2024 | 0.50% | 118.70 CHF | 119.30 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 593,043 CHF | 596,043 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.50% | 118.10 CHF | 118.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 595,151 CHF | 598,151 CHF | 99.38% | 99.38% |
| 11/11/2024 | 0.50% | 120.20 CHF | 120.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 603,526 CHF | 606,526 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.51% | 117.10 CHF | 117.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 585,313 CHF | 588,313 CHF | 99.33% | 99.33% |
| 07/11/2024 | 0.51% | 117.60 CHF | 118.20 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 588,580 CHF | 591,580 CHF | 98.77% | 98.77% |
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