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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% | 5.36 CHF | 5.37 CHF | 193,000 | 193,000 | 61,686 | 61,686 | 330,408 CHF | 331,029 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 199,000 | 199,000 | 63,551 | 63,551 | 323,008 CHF | 323,644 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 5.05 CHF | 5.06 CHF | 200,000 | 200,000 | 63,777 | 63,777 | 313,218 CHF | 313,856 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 210,000 | 210,000 | 65,017 | 65,017 | 320,137 CHF | 320,788 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 200,000 | 200,000 | 63,734 | 63,734 | 319,868 CHF | 320,506 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 200,000 | 200,000 | 66,069 | 66,069 | 323,467 CHF | 324,128 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.75 CHF | 4.76 CHF | 210,000 | 210,000 | 67,003 | 67,003 | 318,357 CHF | 319,027 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 210,000 | 210,000 | 67,008 | 67,008 | 311,636 CHF | 312,307 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 220,000 | 220,000 | 69,715 | 69,715 | 318,812 CHF | 319,510 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.52 CHF | 4.53 CHF | 220,000 | 220,000 | 70,130 | 70,130 | 314,023 CHF | 314,725 CHF | 100.00% | 100.00% |
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