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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.68% | 5.78 CHF | 5.82 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 280,152 CHF | 282,072 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.70% | 5.69 CHF | 5.73 CHF | 48,000 | 48,000 | 48,275 | 48,275 | 275,057 CHF | 276,988 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.72% | 5.61 CHF | 5.65 CHF | 49,000 | 49,000 | 49,081 | 49,081 | 271,825 CHF | 273,788 CHF | 99.87% | 99.87% |
| 18/11/2024 | 0.72% | 5.54 CHF | 5.58 CHF | 49,000 | 49,000 | 49,120 | 49,120 | 272,420 CHF | 274,385 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.67% | 5.58 CHF | 5.62 CHF | 49,000 | 49,000 | 47,405 | 47,405 | 282,190 CHF | 284,086 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.62% | 6.50 CHF | 6.54 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 291,346 CHF | 293,146 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.62% | 6.48 CHF | 6.52 CHF | 45,000 | 45,000 | 45,469 | 45,469 | 290,754 CHF | 292,573 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.61% | 6.55 CHF | 6.59 CHF | 45,000 | 45,000 | 44,940 | 44,940 | 293,055 CHF | 294,853 CHF | 99.89% | 99.89% |
| 11/11/2024 | 0.62% | 6.43 CHF | 6.47 CHF | 45,000 | 45,000 | 45,079 | 45,079 | 290,952 CHF | 292,755 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.63% | 6.34 CHF | 6.38 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 289,169 CHF | 291,009 CHF | 98.93% | 98.93% |
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