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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% | 5.06 CHF | 5.07 CHF | 193,000 | 193,000 | 61,678 | 61,678 | 311,632 CHF | 312,253 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 199,000 | 199,000 | 63,551 | 63,551 | 303,772 CHF | 304,408 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.74 CHF | 4.75 CHF | 200,000 | 200,000 | 63,762 | 63,762 | 293,766 CHF | 294,405 CHF | 99.87% | 99.87% |
| 15/11/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 210,000 | 210,000 | 65,017 | 65,017 | 300,324 CHF | 300,975 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.22% | 4.72 CHF | 4.73 CHF | 200,000 | 200,000 | 63,741 | 63,741 | 300,504 CHF | 301,143 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 200,000 | 200,000 | 66,079 | 66,079 | 303,513 CHF | 304,175 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 210,000 | 210,000 | 66,993 | 66,993 | 298,098 CHF | 298,769 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.24% | 4.39 CHF | 4.40 CHF | 210,000 | 210,000 | 66,982 | 66,982 | 291,327 CHF | 291,998 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 220,000 | 220,000 | 69,715 | 69,715 | 297,994 CHF | 298,692 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.25% | 4.23 CHF | 4.24 CHF | 220,000 | 220,000 | 70,132 | 70,132 | 293,077 CHF | 293,780 CHF | 100.00% | 100.00% |
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