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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% | 5.25 CHF | 5.26 CHF | 193,000 | 193,000 | 61,679 | 61,679 | 323,821 CHF | 324,442 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 199,000 | 199,000 | 63,551 | 63,551 | 316,269 CHF | 316,905 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 200,000 | 200,000 | 63,764 | 63,764 | 306,381 CHF | 307,019 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.21% | 4.76 CHF | 4.77 CHF | 210,000 | 210,000 | 65,020 | 65,020 | 313,212 CHF | 313,863 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 200,000 | 200,000 | 63,742 | 63,742 | 313,123 CHF | 313,762 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 200,000 | 200,000 | 66,055 | 66,055 | 316,404 CHF | 317,066 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 210,000 | 210,000 | 66,991 | 66,991 | 311,226 CHF | 311,896 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.23% | 4.58 CHF | 4.59 CHF | 210,000 | 210,000 | 67,013 | 67,013 | 304,588 CHF | 305,259 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 220,000 | 220,000 | 69,716 | 69,716 | 311,544 CHF | 312,242 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.23% | 4.42 CHF | 4.43 CHF | 220,000 | 220,000 | 70,132 | 70,132 | 306,705 CHF | 307,407 CHF | 100.00% | 100.00% |
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