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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 | 0.34% | 5.88 CHF | 5.90 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 327,587 CHF | 328,690 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.35% | 5.70 CHF | 5.72 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 323,008 CHF | 324,147 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 5.74 CHF | 5.76 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 324,456 CHF | 325,593 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.35% | 5.73 CHF | 5.75 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 323,468 CHF | 324,590 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 5.81 CHF | 5.83 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 325,834 CHF | 326,954 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.34% | 5.86 CHF | 5.88 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 327,408 CHF | 328,522 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 5.87 CHF | 5.89 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 330,288 CHF | 331,390 CHF | 99.86% | 99.86% |
| 11/11/2024 | 0.33% | 6.11 CHF | 6.13 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 330,107 CHF | 331,187 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.34% | 5.99 CHF | 6.01 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 327,693 CHF | 328,793 CHF | 98.76% | 98.76% |
| 07/11/2024 | 0.33% | 5.98 CHF | 6.00 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 329,338 CHF | 330,438 CHF | 100.00% | 100.00% |
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