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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 | 0.17% | 6.00 CHF | 6.01 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 252,878 CHF | 253,298 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 251,340 CHF | 251,760 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 246,976 CHF | 247,396 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.17% | 5.77 CHF | 5.78 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 253,192 CHF | 253,632 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 249,082 CHF | 249,522 CHF | 98.61% | 98.61% |
| 13/11/2024 | 0.17% | 5.72 CHF | 5.73 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 251,277 CHF | 251,717 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 252,683 CHF | 253,123 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 42,000 | 42,000 | 42,004 | 42,004 | 245,784 CHF | 246,204 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 245,879 CHF | 246,319 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 44,000 | 44,000 | 44,000 | 44,000 | 248,733 CHF | 249,173 CHF | 100.00% | 100.00% |
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