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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 | 0.21% | 4.71 CHF | 4.72 CHF | 168,000 | 168,000 | 74,845 | 74,845 | 357,658 CHF | 358,409 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.22% | 4.78 CHF | 4.79 CHF | 168,000 | 168,000 | 75,413 | 75,413 | 354,705 CHF | 355,460 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 166,000 | 166,000 | 74,330 | 74,330 | 359,022 CHF | 359,767 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 166,000 | 166,000 | 71,674 | 71,674 | 359,711 CHF | 360,433 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 160,000 | 160,000 | 69,673 | 69,673 | 369,375 CHF | 370,073 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 5.20 CHF | 5.21 CHF | 160,000 | 160,000 | 72,224 | 72,224 | 368,095 CHF | 368,819 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.21% | 4.93 CHF | 4.94 CHF | 164,000 | 164,000 | 73,242 | 73,242 | 363,034 CHF | 363,768 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 164,000 | 164,000 | 72,754 | 72,754 | 363,947 CHF | 364,676 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 164,000 | 164,000 | 73,304 | 73,304 | 367,284 CHF | 368,018 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.21% | 5.07 CHF | 5.08 CHF | 164,000 | 164,000 | 73,572 | 73,572 | 367,352 CHF | 368,090 CHF | 99.33% | 99.33% |
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