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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 | 0.18% | 5.63 CHF | 5.64 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 703,645 CHF | 704,895 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 666,309 CHF | 667,559 CHF | 97.49% | 97.49% |
| 18/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 643,831 CHF | 645,081 CHF | 98.94% | 98.94% |
| 15/11/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 654,611 CHF | 655,861 CHF | 99.34% | 99.34% |
| 14/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 660,489 CHF | 661,739 CHF | 99.46% | 99.46% |
| 13/11/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 643,635 CHF | 644,885 CHF | 99.26% | 99.26% |
| 12/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 624,311 CHF | 625,561 CHF | 99.19% | 99.19% |
| 11/11/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 612,222 CHF | 613,472 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 605,990 CHF | 607,240 CHF | 99.44% | 99.44% |
| 07/11/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 591,872 CHF | 593,122 CHF | 99.32% | 99.32% |
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