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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 | 0.19% | 5.54 CHF | 5.55 CHF | 183,000 | 183,000 | 101,099 | 101,099 | 557,465 CHF | 558,478 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 188,000 | 188,000 | 101,965 | 101,965 | 553,730 CHF | 554,753 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 185,000 | 185,000 | 102,504 | 102,504 | 555,747 CHF | 556,774 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 185,000 | 185,000 | 102,566 | 102,566 | 553,058 CHF | 554,086 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 188,000 | 188,000 | 103,028 | 103,028 | 554,582 CHF | 555,614 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 188,000 | 188,000 | 103,068 | 103,068 | 553,351 CHF | 554,384 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 190,000 | 190,000 | 104,291 | 104,291 | 550,523 CHF | 551,568 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 190,000 | 190,000 | 104,299 | 104,299 | 551,329 CHF | 552,374 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 190,000 | 190,000 | 103,593 | 103,593 | 550,312 CHF | 551,350 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 190,000 | 190,000 | 103,939 | 103,939 | 556,649 CHF | 557,691 CHF | 100.00% | 100.00% |
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