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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% | 5.15 CHF | 5.16 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 523,250 CHF | 524,277 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 521,710 CHF | 522,737 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.19% | 5.08 CHF | 5.09 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 530,732 CHF | 531,764 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 484,339 CHF | 485,327 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.21% | 4.70 CHF | 4.71 CHF | 96,000 | 96,000 | 96,675 | 96,675 | 460,231 CHF | 461,198 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 103,000 | 103,000 | 102,416 | 102,416 | 523,974 CHF | 524,998 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 102,000 | 102,000 | 100,022 | 100,022 | 502,235 CHF | 503,237 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 5.07 CHF | 5.08 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 513,243 CHF | 514,257 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 530,040 CHF | 531,068 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 102,000 | 102,000 | 102,627 | 102,627 | 533,336 CHF | 534,363 CHF | 100.00% | 100.00% |
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