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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% | 5.04 CHF | 5.05 CHF | 42,000 | 42,000 | 41,323 | 41,323 | 209,706 CHF | 210,119 CHF | 98.88% | 98.88% |
| 19/11/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 208,727 CHF | 209,148 CHF | 97.93% | 97.93% |
| 18/11/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 41,000 | 41,000 | 40,510 | 40,510 | 212,786 CHF | 213,192 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 210,696 CHF | 211,087 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.19% | 5.50 CHF | 5.51 CHF | 39,000 | 39,000 | 39,051 | 39,051 | 209,926 CHF | 210,316 CHF | 98.52% | 98.52% |
| 13/11/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 40,000 | 40,000 | 39,825 | 39,825 | 210,419 CHF | 210,817 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 210,551 CHF | 210,949 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 210,183 CHF | 210,583 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 208,006 CHF | 208,409 CHF | 98.60% | 98.60% |
| 07/11/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 40,000 | 40,000 | 39,756 | 39,756 | 210,127 CHF | 210,525 CHF | 100.00% | 100.00% |
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