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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% | 5.54 CHF | 5.55 CHF | 104,000 | 104,000 | 102,740 | 102,740 | 563,274 CHF | 564,301 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 561,707 CHF | 562,734 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.18% | 5.47 CHF | 5.48 CHF | 102,000 | 102,000 | 103,166 | 103,166 | 571,015 CHF | 572,047 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 522,981 CHF | 523,969 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.19% | 5.10 CHF | 5.11 CHF | 96,000 | 96,000 | 96,674 | 96,674 | 498,024 CHF | 498,990 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 103,000 | 103,000 | 102,416 | 102,416 | 564,033 CHF | 565,057 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 102,000 | 102,000 | 100,023 | 100,023 | 541,311 CHF | 542,314 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.18% | 5.46 CHF | 5.47 CHF | 102,000 | 102,000 | 101,337 | 101,337 | 552,907 CHF | 553,921 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.18% | 5.57 CHF | 5.58 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 570,312 CHF | 571,340 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.18% | 5.56 CHF | 5.57 CHF | 102,000 | 102,000 | 102,628 | 102,628 | 573,729 CHF | 574,755 CHF | 100.00% | 100.00% |
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