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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% | 4.90 CHF | 4.91 CHF | 168,000 | 168,000 | 74,846 | 74,846 | 372,304 CHF | 373,055 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.21% | 4.98 CHF | 4.99 CHF | 168,000 | 168,000 | 75,411 | 75,411 | 369,406 CHF | 370,162 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 166,000 | 166,000 | 74,332 | 74,332 | 373,583 CHF | 374,327 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 166,000 | 166,000 | 71,674 | 71,674 | 373,775 CHF | 374,498 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.18% | 5.41 CHF | 5.42 CHF | 160,000 | 160,000 | 69,676 | 69,676 | 383,011 CHF | 383,709 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 160,000 | 160,000 | 72,219 | 72,219 | 382,068 CHF | 382,792 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 164,000 | 164,000 | 73,239 | 73,239 | 377,288 CHF | 378,021 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 5.14 CHF | 5.15 CHF | 164,000 | 164,000 | 72,756 | 72,756 | 378,037 CHF | 378,766 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 164,000 | 164,000 | 73,304 | 73,304 | 381,382 CHF | 382,117 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 5.26 CHF | 5.27 CHF | 164,000 | 164,000 | 73,577 | 73,577 | 381,495 CHF | 382,233 CHF | 99.33% | 99.33% |
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