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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 | 0.36% | 5.54 CHF | 5.56 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 308,977 CHF | 310,079 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.37% | 5.36 CHF | 5.38 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 303,447 CHF | 304,587 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 304,976 CHF | 306,114 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.37% | 5.38 CHF | 5.40 CHF | 57,000 | 57,000 | 56,104 | 56,104 | 304,320 CHF | 305,442 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.36% | 5.46 CHF | 5.48 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 306,772 CHF | 307,892 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.36% | 5.52 CHF | 5.54 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 308,526 CHF | 309,640 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 5.53 CHF | 5.55 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 311,742 CHF | 312,844 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.35% | 5.77 CHF | 5.79 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 312,038 CHF | 313,118 CHF | 99.71% | 99.71% |
| 08/11/2024 | 0.36% | 5.65 CHF | 5.67 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 309,125 CHF | 310,226 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.35% | 5.64 CHF | 5.66 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 310,804 CHF | 311,905 CHF | 100.00% | 100.00% |
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