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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 | 0.16% | 6.06 CHF | 6.07 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 757,247 CHF | 758,497 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 719,772 CHF | 721,022 CHF | 99.36% | 99.36% |
| 18/11/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 697,490 CHF | 698,740 CHF | 99.32% | 99.32% |
| 15/11/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 708,303 CHF | 709,553 CHF | 99.42% | 99.42% |
| 14/11/2024 | 0.17% | 5.73 CHF | 5.74 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 714,247 CHF | 715,497 CHF | 99.41% | 99.41% |
| 13/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 697,003 CHF | 698,253 CHF | 99.22% | 99.22% |
| 12/11/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 677,608 CHF | 678,858 CHF | 99.18% | 99.18% |
| 11/11/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 665,348 CHF | 666,598 CHF | 99.09% | 99.09% |
| 08/11/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 658,661 CHF | 659,911 CHF | 99.45% | 99.45% |
| 07/11/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 644,744 CHF | 645,994 CHF | 99.35% | 99.35% |
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