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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% | 5.30 CHF | 5.32 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 295,804 CHF | 296,906 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.39% | 5.12 CHF | 5.14 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 289,834 CHF | 290,973 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.39% | 5.16 CHF | 5.18 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 291,373 CHF | 292,510 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.38% | 5.14 CHF | 5.16 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 290,911 CHF | 292,033 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.38% | 5.23 CHF | 5.25 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 293,400 CHF | 294,520 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.38% | 5.28 CHF | 5.30 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 295,227 CHF | 296,340 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.37% | 5.30 CHF | 5.32 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 298,643 CHF | 299,744 CHF | 99.86% | 99.86% |
| 11/11/2024 | 0.36% | 5.54 CHF | 5.56 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 299,120 CHF | 300,201 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.37% | 5.41 CHF | 5.43 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 295,998 CHF | 297,099 CHF | 98.75% | 98.75% |
| 07/11/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 297,682 CHF | 298,782 CHF | 100.00% | 100.00% |
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