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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% | 5.49 CHF | 5.51 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 305,892 CHF | 306,995 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.38% | 5.30 CHF | 5.32 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 300,407 CHF | 301,546 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.38% | 5.34 CHF | 5.36 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 301,932 CHF | 303,069 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.37% | 5.33 CHF | 5.35 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 301,269 CHF | 302,391 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 5.41 CHF | 5.43 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 303,772 CHF | 304,892 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.36% | 5.47 CHF | 5.49 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 305,454 CHF | 306,568 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.36% | 5.48 CHF | 5.50 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 308,690 CHF | 309,792 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.35% | 5.72 CHF | 5.74 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 308,920 CHF | 310,001 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.36% | 5.60 CHF | 5.62 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 306,042 CHF | 307,142 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.36% | 5.58 CHF | 5.60 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 307,672 CHF | 308,773 CHF | 100.00% | 100.00% |
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