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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% | 5.31 CHF | 5.32 CHF | 183,000 | 183,000 | 101,090 | 101,090 | 534,457 CHF | 535,470 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 188,000 | 188,000 | 101,964 | 101,964 | 530,743 CHF | 531,766 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.20% | 5.25 CHF | 5.26 CHF | 185,000 | 185,000 | 102,505 | 102,505 | 532,694 CHF | 533,721 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 5.24 CHF | 5.25 CHF | 185,000 | 185,000 | 102,565 | 102,565 | 529,860 CHF | 530,888 CHF | 99.89% | 99.89% |
| 15/11/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 188,000 | 188,000 | 103,027 | 103,027 | 531,279 CHF | 532,311 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 188,000 | 188,000 | 103,067 | 103,067 | 530,053 CHF | 531,086 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 190,000 | 190,000 | 104,290 | 104,290 | 527,142 CHF | 528,187 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 190,000 | 190,000 | 104,297 | 104,297 | 527,883 CHF | 528,928 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 190,000 | 190,000 | 103,592 | 103,592 | 527,115 CHF | 528,153 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 190,000 | 190,000 | 103,939 | 103,939 | 533,580 CHF | 534,622 CHF | 100.00% | 100.00% |
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