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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 | 0.32% | 6.25 CHF | 6.27 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 348,170 CHF | 349,272 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 6.07 CHF | 6.09 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 343,891 CHF | 345,031 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 6.11 CHF | 6.13 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 345,410 CHF | 346,548 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.33% | 6.09 CHF | 6.11 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 344,152 CHF | 345,274 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 6.17 CHF | 6.19 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 346,532 CHF | 347,652 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.32% | 6.23 CHF | 6.25 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 348,060 CHF | 349,173 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 6.24 CHF | 6.26 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 350,850 CHF | 351,952 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.31% | 6.48 CHF | 6.50 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 350,388 CHF | 351,468 CHF | 99.73% | 99.73% |
| 08/11/2024 | 0.32% | 6.36 CHF | 6.38 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 348,151 CHF | 349,251 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 6.35 CHF | 6.37 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 349,808 CHF | 350,909 CHF | 100.00% | 100.00% |
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