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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,006,520 CHF | 1,008,120 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.18% | 5.80 CHF | 5.81 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 905,357 CHF | 906,957 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 901,866 CHF | 903,466 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.19% | 5.50 CHF | 5.51 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 859,468 CHF | 861,068 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 820,547 CHF | 822,147 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.16 CHF | 5.17 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 802,410 CHF | 804,010 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.18% | 5.41 CHF | 5.42 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 872,650 CHF | 874,250 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 863,100 CHF | 864,700 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.17% | 5.50 CHF | 5.51 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 930,942 CHF | 932,542 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 978,321 CHF | 979,921 CHF | 100.00% | 100.00% |
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