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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 | 0.79% | 161.06 CHF | 162.34 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 971,168 CHF | 978,870 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 160.88 CHF | 162.16 CHF | 6,000 | 6,000 | 5,969 | 5,935 | 960,010 CHF | 962,099 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 161.96 CHF | 163.25 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 970,468 CHF | 978,165 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 162.00 CHF | 163.28 CHF | 6,000 | 6,000 | 6,000 | 5,990 | 975,220 CHF | 981,291 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 163.97 CHF | 165.27 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 978,596 CHF | 986,358 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 162.70 CHF | 163.99 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 974,297 CHF | 982,024 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 162.84 CHF | 164.13 CHF | 6,000 | 6,000 | 6,000 | 5,913 | 985,284 CHF | 978,649 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.04% | 165.91 CHF | 167.23 CHF | 6,000 | 6,000 | 5,955 | 6,000 | 987,460 CHF | 1,005,360 CHF | 96.50% | 96.50% |
| 08/11/2024 | 0.79% | 164.38 CHF | 165.68 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 987,387 CHF | 995,218 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 165.64 CHF | 166.96 CHF | 6,000 | 6,000 | 5,951 | 5,904 | 986,922 CHF | 986,841 CHF | 100.00% | 100.00% |
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