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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% | 5.78 CHF | 5.80 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 321,883 CHF | 322,985 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.36% | 5.59 CHF | 5.61 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 316,786 CHF | 317,926 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.36% | 5.63 CHF | 5.65 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 318,285 CHF | 319,423 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.35% | 5.62 CHF | 5.64 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 317,458 CHF | 318,580 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.35% | 5.70 CHF | 5.72 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 319,890 CHF | 321,010 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.35% | 5.76 CHF | 5.78 CHF | 56,000 | 56,000 | 55,681 | 55,681 | 321,564 CHF | 322,678 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.34% | 5.77 CHF | 5.79 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 324,642 CHF | 325,744 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.33% | 6.01 CHF | 6.03 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 324,679 CHF | 325,760 CHF | 99.67% | 99.67% |
| 08/11/2024 | 0.34% | 5.89 CHF | 5.91 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 321,978 CHF | 323,079 CHF | 98.77% | 98.77% |
| 07/11/2024 | 0.34% | 5.87 CHF | 5.89 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 323,648 CHF | 324,748 CHF | 100.00% | 100.00% |
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