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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 | 0.20% | 5.12 CHF | 5.13 CHF | 75,000 | 75,000 | 74,364 | 74,364 | 381,808 CHF | 382,552 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 76,000 | 76,000 | 75,234 | 75,234 | 380,876 CHF | 381,629 CHF | 98.71% | 98.71% |
| 18/11/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 76,000 | 76,000 | 76,891 | 76,891 | 381,730 CHF | 382,500 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 77,000 | 77,000 | 77,476 | 77,476 | 387,449 CHF | 388,224 CHF | 70.82% | 70.82% |
| 14/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 76,000 | 76,000 | 75,600 | 75,600 | 383,121 CHF | 383,878 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 77,000 | 77,000 | 76,533 | 76,533 | 381,386 CHF | 382,152 CHF | 99.69% | 99.69% |
| 12/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 78,000 | 78,000 | 76,330 | 76,330 | 381,789 CHF | 382,553 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 78,000 | 78,000 | 75,864 | 75,864 | 382,901 CHF | 383,660 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 76,000 | 76,000 | 74,448 | 74,448 | 385,300 CHF | 386,046 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 387,300 CHF | 388,045 CHF | 100.00% | 100.00% |
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