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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 | 0.37% | 5.36 CHF | 5.38 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 299,112 CHF | 300,215 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.39% | 5.18 CHF | 5.20 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 293,405 CHF | 294,544 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.38% | 5.22 CHF | 5.24 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 294,918 CHF | 296,056 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.38% | 5.21 CHF | 5.23 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 294,375 CHF | 295,497 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.38% | 5.29 CHF | 5.31 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 296,880 CHF | 298,000 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.37% | 5.35 CHF | 5.37 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 298,606 CHF | 299,719 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.36% | 5.36 CHF | 5.38 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 301,915 CHF | 303,017 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.36% | 5.59 CHF | 5.61 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 302,276 CHF | 303,357 CHF | 99.69% | 99.69% |
| 08/11/2024 | 0.37% | 5.47 CHF | 5.49 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 299,289 CHF | 300,390 CHF | 98.83% | 98.83% |
| 07/11/2024 | 0.37% | 5.46 CHF | 5.48 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 300,926 CHF | 302,027 CHF | 100.00% | 100.00% |
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