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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% | 5.08 CHF | 5.09 CHF | 183,000 | 183,000 | 101,065 | 101,065 | 511,609 CHF | 512,621 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 188,000 | 188,000 | 101,967 | 101,967 | 508,026 CHF | 509,049 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.21% | 5.02 CHF | 5.03 CHF | 185,000 | 185,000 | 102,504 | 102,504 | 509,901 CHF | 510,928 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 5.02 CHF | 5.03 CHF | 185,000 | 185,000 | 102,566 | 102,566 | 507,013 CHF | 508,041 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 188,000 | 188,000 | 103,029 | 103,029 | 508,244 CHF | 509,276 CHF | 99.90% | 99.90% |
| 14/11/2024 | 0.21% | 4.96 CHF | 4.97 CHF | 188,000 | 188,000 | 103,067 | 103,067 | 506,996 CHF | 508,029 CHF | 99.39% | 99.39% |
| 13/11/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 190,000 | 190,000 | 104,290 | 104,290 | 503,997 CHF | 505,042 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 190,000 | 190,000 | 104,297 | 104,297 | 504,745 CHF | 505,790 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 190,000 | 190,000 | 103,593 | 103,593 | 504,213 CHF | 505,251 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 190,000 | 190,000 | 103,945 | 103,945 | 510,824 CHF | 511,865 CHF | 100.00% | 100.00% |
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