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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 | 0.18% | 5.49 CHF | 5.50 CHF | 168,000 | 168,000 | 74,843 | 74,843 | 416,066 CHF | 416,816 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.19% | 5.56 CHF | 5.57 CHF | 168,000 | 168,000 | 75,409 | 75,409 | 413,336 CHF | 414,091 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 166,000 | 166,000 | 74,326 | 74,326 | 417,069 CHF | 417,814 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 166,000 | 166,000 | 71,673 | 71,673 | 415,796 CHF | 416,518 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 160,000 | 160,000 | 69,677 | 69,677 | 423,932 CHF | 424,630 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 160,000 | 160,000 | 72,225 | 72,225 | 424,249 CHF | 424,973 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 164,000 | 164,000 | 73,235 | 73,235 | 419,864 CHF | 420,598 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 164,000 | 164,000 | 72,754 | 72,754 | 420,267 CHF | 420,996 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.18% | 5.77 CHF | 5.78 CHF | 164,000 | 164,000 | 73,306 | 73,306 | 423,567 CHF | 424,302 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.18% | 5.84 CHF | 5.85 CHF | 164,000 | 164,000 | 73,572 | 73,572 | 423,882 CHF | 424,620 CHF | 99.33% | 99.33% |
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