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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 | 0.35% | 5.66 CHF | 5.68 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 315,221 CHF | 316,323 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.37% | 5.47 CHF | 5.49 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 309,828 CHF | 310,967 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.36% | 5.51 CHF | 5.53 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 311,401 CHF | 312,538 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.36% | 5.50 CHF | 5.52 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 310,604 CHF | 311,726 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.36% | 5.58 CHF | 5.60 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 313,114 CHF | 314,234 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.35% | 5.64 CHF | 5.66 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 314,774 CHF | 315,887 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 5.65 CHF | 5.67 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 317,976 CHF | 319,077 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.34% | 5.89 CHF | 5.91 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 318,082 CHF | 319,162 CHF | 99.73% | 99.73% |
| 08/11/2024 | 0.35% | 5.77 CHF | 5.79 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 315,283 CHF | 316,384 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.35% | 5.75 CHF | 5.77 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 316,940 CHF | 318,040 CHF | 100.00% | 100.00% |
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