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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 | 0.36% | 5.42 CHF | 5.44 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 302,046 CHF | 303,148 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.38% | 5.23 CHF | 5.25 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 296,280 CHF | 297,419 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.38% | 5.27 CHF | 5.29 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 297,809 CHF | 298,946 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.38% | 5.26 CHF | 5.28 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 297,260 CHF | 298,382 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 5.34 CHF | 5.36 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 299,730 CHF | 300,850 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.37% | 5.40 CHF | 5.42 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 301,518 CHF | 302,632 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.36% | 5.41 CHF | 5.43 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 304,863 CHF | 305,965 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.35% | 5.65 CHF | 5.67 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 305,232 CHF | 306,313 CHF | 99.64% | 99.64% |
| 08/11/2024 | 0.36% | 5.53 CHF | 5.55 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 302,228 CHF | 303,329 CHF | 98.68% | 98.68% |
| 07/11/2024 | 0.36% | 5.51 CHF | 5.53 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 303,840 CHF | 304,940 CHF | 100.00% | 100.00% |
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