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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 | 0.38% | 5.12 CHF | 5.14 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 285,765 CHF | 286,867 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.41% | 4.94 CHF | 4.96 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 279,473 CHF | 280,612 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.40% | 4.98 CHF | 5.00 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 281,037 CHF | 282,175 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.40% | 4.96 CHF | 4.98 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 280,695 CHF | 281,817 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.39% | 5.04 CHF | 5.06 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 283,252 CHF | 284,372 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.39% | 5.10 CHF | 5.12 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 285,088 CHF | 286,202 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.38% | 5.11 CHF | 5.13 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 288,608 CHF | 289,709 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.37% | 5.35 CHF | 5.37 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 289,297 CHF | 290,378 CHF | 99.67% | 99.67% |
| 08/11/2024 | 0.38% | 5.23 CHF | 5.25 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 286,002 CHF | 287,103 CHF | 98.77% | 98.77% |
| 07/11/2024 | 0.38% | 5.22 CHF | 5.24 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 287,695 CHF | 288,795 CHF | 100.00% | 100.00% |
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