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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 | 0.17% | 5.93 CHF | 5.94 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 740,410 CHF | 741,660 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.18% | 5.70 CHF | 5.71 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 702,874 CHF | 704,124 CHF | 98.44% | 98.44% |
| 18/11/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 680,596 CHF | 681,846 CHF | 99.33% | 99.33% |
| 15/11/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 691,477 CHF | 692,727 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 697,285 CHF | 698,535 CHF | 99.40% | 99.40% |
| 13/11/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 680,196 CHF | 681,446 CHF | 99.35% | 99.35% |
| 12/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 660,836 CHF | 662,086 CHF | 99.16% | 99.16% |
| 11/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 648,641 CHF | 649,891 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 642,053 CHF | 643,303 CHF | 99.50% | 99.50% |
| 07/11/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 628,069 CHF | 629,319 CHF | 99.30% | 99.30% |
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