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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% | 5.14 CHF | 5.15 CHF | 168,000 | 168,000 | 74,843 | 74,843 | 389,716 CHF | 390,467 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 168,000 | 168,000 | 75,409 | 75,409 | 386,868 CHF | 387,624 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 166,000 | 166,000 | 74,326 | 74,326 | 390,849 CHF | 391,593 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 166,000 | 166,000 | 71,671 | 71,671 | 390,455 CHF | 391,177 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 160,000 | 160,000 | 69,675 | 69,675 | 399,226 CHF | 399,924 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.19% | 5.63 CHF | 5.64 CHF | 160,000 | 160,000 | 72,224 | 72,224 | 398,838 CHF | 399,562 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 164,000 | 164,000 | 73,233 | 73,233 | 394,167 CHF | 394,901 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 164,000 | 164,000 | 72,759 | 72,759 | 394,817 CHF | 395,546 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.42 CHF | 5.43 CHF | 164,000 | 164,000 | 73,305 | 73,305 | 398,144 CHF | 398,879 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.19% | 5.49 CHF | 5.50 CHF | 164,000 | 164,000 | 73,573 | 73,573 | 398,321 CHF | 399,058 CHF | 99.33% | 99.33% |
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