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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 | 0.20% | 5.25 CHF | 5.26 CHF | 183,000 | 183,000 | 101,084 | 101,084 | 528,702 CHF | 529,714 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 188,000 | 188,000 | 101,962 | 101,962 | 525,022 CHF | 526,045 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 185,000 | 185,000 | 102,504 | 102,504 | 526,960 CHF | 527,987 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 185,000 | 185,000 | 102,560 | 102,560 | 524,098 CHF | 525,126 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 188,000 | 188,000 | 103,026 | 103,026 | 525,468 CHF | 526,500 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 188,000 | 188,000 | 103,085 | 103,085 | 524,322 CHF | 525,354 CHF | 99.33% | 99.33% |
| 13/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 190,000 | 190,000 | 104,288 | 104,288 | 521,241 CHF | 522,286 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 190,000 | 190,000 | 104,303 | 104,303 | 522,121 CHF | 523,166 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 190,000 | 190,000 | 103,592 | 103,592 | 521,375 CHF | 522,413 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 190,000 | 190,000 | 103,940 | 103,940 | 527,879 CHF | 528,921 CHF | 100.00% | 100.00% |
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