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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% | 5.54 CHF | 5.55 CHF | 193,000 | 193,000 | 61,682 | 61,682 | 341,730 CHF | 342,351 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 199,000 | 199,000 | 63,553 | 63,553 | 334,724 CHF | 335,360 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 5.23 CHF | 5.24 CHF | 200,000 | 200,000 | 63,768 | 63,768 | 325,040 CHF | 325,678 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 210,000 | 210,000 | 65,015 | 65,015 | 332,240 CHF | 332,891 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 200,000 | 200,000 | 63,734 | 63,734 | 331,714 CHF | 332,352 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 200,000 | 200,000 | 66,064 | 66,064 | 335,679 CHF | 336,341 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 210,000 | 210,000 | 67,001 | 67,001 | 330,769 CHF | 331,439 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 210,000 | 210,000 | 67,015 | 67,015 | 324,065 CHF | 324,736 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.21% | 4.73 CHF | 4.74 CHF | 220,000 | 220,000 | 69,716 | 69,716 | 331,637 CHF | 332,335 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.22% | 4.71 CHF | 4.72 CHF | 220,000 | 220,000 | 70,128 | 70,128 | 326,935 CHF | 327,637 CHF | 100.00% | 100.00% |
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