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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 | 0.41% | 4.80 CHF | 4.82 CHF | 56,000 | 56,000 | 55,113 | 55,113 | 267,816 CHF | 268,918 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.44% | 4.61 CHF | 4.63 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 260,901 CHF | 262,041 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.43% | 4.65 CHF | 4.67 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 262,543 CHF | 263,680 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.43% | 4.64 CHF | 4.66 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 262,476 CHF | 263,598 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.42% | 4.72 CHF | 4.74 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 265,010 CHF | 266,130 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.42% | 4.78 CHF | 4.80 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 266,997 CHF | 268,111 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.41% | 4.79 CHF | 4.81 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 270,713 CHF | 271,815 CHF | 99.87% | 99.87% |
| 11/11/2024 | 0.40% | 5.03 CHF | 5.05 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 271,743 CHF | 272,823 CHF | 99.69% | 99.69% |
| 08/11/2024 | 0.41% | 4.91 CHF | 4.93 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 268,109 CHF | 269,209 CHF | 98.81% | 98.81% |
| 07/11/2024 | 0.41% | 4.89 CHF | 4.91 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 269,795 CHF | 270,896 CHF | 100.00% | 100.00% |
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