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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% | 5.86 CHF | 5.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,634,900 CHF | 879,801 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,499,940 CHF | 834,813 CHF | 99.41% | 99.41% |
| 18/11/2024 | 0.19% | 5.55 CHF | 5.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,419,330 CHF | 807,944 CHF | 97.60% | 97.60% |
| 15/11/2024 | 0.18% | 5.37 CHF | 5.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,458,830 CHF | 821,110 CHF | 99.43% | 99.43% |
| 14/11/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,479,490 CHF | 827,996 CHF | 99.42% | 99.42% |
| 13/11/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,417,270 CHF | 807,258 CHF | 97.10% | 97.10% |
| 12/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,348,170 CHF | 784,223 CHF | 96.89% | 96.89% |
| 11/11/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,303,920 CHF | 769,474 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,281,780 CHF | 762,092 CHF | 99.24% | 99.24% |
| 07/11/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 2,230,260 CHF | 744,920 CHF | 98.63% | 98.63% |
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