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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% | 4.96 CHF | 4.97 CHF | 168,000 | 168,000 | 74,845 | 74,845 | 376,566 CHF | 377,316 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.21% | 5.03 CHF | 5.04 CHF | 168,000 | 168,000 | 75,412 | 75,412 | 373,652 CHF | 374,408 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 166,000 | 166,000 | 74,331 | 74,331 | 377,791 CHF | 378,536 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 166,000 | 166,000 | 71,675 | 71,675 | 377,868 CHF | 378,590 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.18% | 5.47 CHF | 5.48 CHF | 160,000 | 160,000 | 69,672 | 69,672 | 387,003 CHF | 387,701 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 160,000 | 160,000 | 72,221 | 72,221 | 386,243 CHF | 386,966 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 5.18 CHF | 5.19 CHF | 164,000 | 164,000 | 73,239 | 73,239 | 381,432 CHF | 382,165 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 164,000 | 164,000 | 72,754 | 72,754 | 382,158 CHF | 382,887 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 164,000 | 164,000 | 73,305 | 73,305 | 385,481 CHF | 386,215 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 5.32 CHF | 5.33 CHF | 164,000 | 164,000 | 73,573 | 73,573 | 385,625 CHF | 386,363 CHF | 99.33% | 99.33% |
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