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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 | 0.35% | 5.66 CHF | 5.68 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 315,511 CHF | 316,613 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.37% | 5.48 CHF | 5.50 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 310,476 CHF | 311,615 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.36% | 5.52 CHF | 5.54 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 311,999 CHF | 313,137 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.36% | 5.51 CHF | 5.53 CHF | 57,000 | 57,000 | 56,104 | 56,104 | 311,126 CHF | 312,248 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.36% | 5.59 CHF | 5.61 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 313,574 CHF | 314,694 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.35% | 5.64 CHF | 5.66 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 315,158 CHF | 316,271 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 5.65 CHF | 5.67 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 318,215 CHF | 319,317 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.34% | 5.89 CHF | 5.91 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 318,224 CHF | 319,304 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.35% | 5.77 CHF | 5.79 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 315,642 CHF | 316,743 CHF | 98.72% | 98.72% |
| 07/11/2024 | 0.35% | 5.76 CHF | 5.78 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 317,234 CHF | 318,334 CHF | 100.00% | 100.00% |
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