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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 | 0.19% | 5.34 CHF | 5.35 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 666,549 CHF | 667,799 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 629,207 CHF | 630,457 CHF | 98.45% | 98.45% |
| 18/11/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 606,661 CHF | 607,911 CHF | 99.11% | 99.11% |
| 15/11/2024 | 0.20% | 4.84 CHF | 4.85 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 617,488 CHF | 618,738 CHF | 99.14% | 99.14% |
| 14/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 623,210 CHF | 624,460 CHF | 99.29% | 99.29% |
| 13/11/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 606,674 CHF | 607,924 CHF | 98.99% | 98.99% |
| 12/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 587,381 CHF | 588,631 CHF | 99.17% | 99.17% |
| 11/11/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 575,389 CHF | 576,639 CHF | 99.35% | 99.35% |
| 08/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 569,503 CHF | 570,753 CHF | 99.45% | 99.45% |
| 07/11/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 555,339 CHF | 556,589 CHF | 99.29% | 99.29% |
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