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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 | 0.34% | 5.85 CHF | 5.87 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 326,116 CHF | 327,218 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.35% | 5.67 CHF | 5.69 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 321,254 CHF | 322,394 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 5.71 CHF | 5.73 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 322,788 CHF | 323,926 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.35% | 5.70 CHF | 5.72 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 321,800 CHF | 322,922 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.34% | 5.78 CHF | 5.80 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 324,263 CHF | 325,383 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.34% | 5.83 CHF | 5.85 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 325,819 CHF | 326,933 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 5.85 CHF | 5.87 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 328,844 CHF | 329,945 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.33% | 6.08 CHF | 6.10 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 328,700 CHF | 329,781 CHF | 99.69% | 99.69% |
| 08/11/2024 | 0.34% | 5.96 CHF | 5.98 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 326,180 CHF | 327,281 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.34% | 5.95 CHF | 5.97 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 327,836 CHF | 328,937 CHF | 100.00% | 100.00% |
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