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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 | 0.31% | 6.42 CHF | 6.44 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 357,099 CHF | 358,202 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.32% | 6.23 CHF | 6.25 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 353,326 CHF | 354,465 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 6.27 CHF | 6.29 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 354,759 CHF | 355,896 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.32% | 6.26 CHF | 6.28 CHF | 57,000 | 57,000 | 56,104 | 56,104 | 353,339 CHF | 354,461 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 6.34 CHF | 6.36 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 355,737 CHF | 356,857 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.31% | 6.40 CHF | 6.42 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 357,120 CHF | 358,233 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 6.41 CHF | 6.43 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 359,750 CHF | 360,851 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.30% | 6.64 CHF | 6.66 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 359,051 CHF | 360,131 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.31% | 6.52 CHF | 6.54 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 357,067 CHF | 358,167 CHF | 98.79% | 98.79% |
| 07/11/2024 | 0.31% | 6.51 CHF | 6.53 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 358,701 CHF | 359,801 CHF | 100.00% | 100.00% |
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