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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 | 0.18% | 5.49 CHF | 5.50 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 864,577 CHF | 866,177 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 764,409 CHF | 766,009 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 761,326 CHF | 762,926 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.22% | 4.62 CHF | 4.63 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 718,275 CHF | 719,875 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.24% | 4.28 CHF | 4.29 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 679,166 CHF | 680,766 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.24% | 4.27 CHF | 4.28 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 660,898 CHF | 662,498 CHF | 99.91% | 99.91% |
| 13/11/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 732,177 CHF | 733,777 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 722,803 CHF | 724,403 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 4.63 CHF | 4.64 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 791,019 CHF | 792,619 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 839,518 CHF | 841,118 CHF | 100.00% | 100.00% |
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