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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 | 0.20% | 5.34 CHF | 5.35 CHF | 193,000 | 193,000 | 61,686 | 61,686 | 329,046 CHF | 329,667 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 199,000 | 199,000 | 63,553 | 63,553 | 321,693 CHF | 322,329 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 200,000 | 200,000 | 63,776 | 63,776 | 311,920 CHF | 312,559 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 210,000 | 210,000 | 65,019 | 65,019 | 318,819 CHF | 319,470 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 200,000 | 200,000 | 63,745 | 63,745 | 318,601 CHF | 319,239 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 200,000 | 200,000 | 66,051 | 66,051 | 322,049 CHF | 322,710 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.73 CHF | 4.74 CHF | 210,000 | 210,000 | 66,994 | 66,994 | 316,994 CHF | 317,664 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 210,000 | 210,000 | 66,947 | 66,947 | 310,074 CHF | 310,744 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 220,000 | 220,000 | 69,716 | 69,716 | 317,523 CHF | 318,221 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.51 CHF | 4.52 CHF | 220,000 | 220,000 | 70,130 | 70,130 | 312,720 CHF | 313,422 CHF | 100.00% | 100.00% |
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