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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 | 0.33% | 6.01 CHF | 6.03 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 334,939 CHF | 336,041 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.34% | 5.83 CHF | 5.85 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 330,220 CHF | 331,359 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.34% | 5.87 CHF | 5.89 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 331,759 CHF | 332,896 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.34% | 5.85 CHF | 5.87 CHF | 57,000 | 57,000 | 56,104 | 56,104 | 330,689 CHF | 331,811 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 5.94 CHF | 5.96 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 333,160 CHF | 334,280 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.33% | 5.99 CHF | 6.01 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 334,696 CHF | 335,810 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 6.01 CHF | 6.03 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 337,685 CHF | 338,787 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.32% | 6.24 CHF | 6.26 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 337,425 CHF | 338,505 CHF | 99.70% | 99.70% |
| 08/11/2024 | 0.33% | 6.12 CHF | 6.14 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 334,973 CHF | 336,074 CHF | 98.83% | 98.83% |
| 07/11/2024 | 0.33% | 6.11 CHF | 6.13 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 336,665 CHF | 337,766 CHF | 100.00% | 100.00% |
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