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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% | 5.44 CHF | 5.45 CHF | 193,000 | 193,000 | 61,683 | 61,683 | 335,388 CHF | 336,010 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 199,000 | 199,000 | 63,556 | 63,556 | 328,218 CHF | 328,854 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 5.13 CHF | 5.14 CHF | 200,000 | 200,000 | 63,770 | 63,770 | 318,470 CHF | 319,109 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 210,000 | 210,000 | 65,024 | 65,024 | 325,548 CHF | 326,199 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 200,000 | 200,000 | 63,771 | 63,771 | 325,317 CHF | 325,955 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 5.02 CHF | 5.03 CHF | 200,000 | 200,000 | 66,055 | 66,055 | 328,841 CHF | 329,502 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 210,000 | 210,000 | 66,995 | 66,995 | 323,849 CHF | 324,520 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.77 CHF | 4.78 CHF | 210,000 | 210,000 | 66,950 | 66,950 | 316,928 CHF | 317,599 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.63 CHF | 4.64 CHF | 220,000 | 220,000 | 69,715 | 69,715 | 324,575 CHF | 325,274 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 220,000 | 220,000 | 70,133 | 70,133 | 319,872 CHF | 320,575 CHF | 100.00% | 100.00% |
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