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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/11/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 42,000 | 42,000 | 41,527 | 41,527 | 224,137 CHF | 224,553 CHF | 100.00% | 100.00% |
| 27/11/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 42,000 | 42,000 | 41,602 | 41,602 | 222,175 CHF | 222,591 CHF | 100.00% | 100.00% |
| 26/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 42,000 | 42,000 | 41,595 | 41,595 | 223,337 CHF | 223,754 CHF | 100.00% | 100.00% |
| 25/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 42,000 | 42,000 | 41,608 | 41,608 | 222,446 CHF | 222,862 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 42,000 | 42,000 | 41,591 | 41,591 | 221,116 CHF | 221,533 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.20% | 4.94 CHF | 4.95 CHF | 43,500 | 43,500 | 43,089 | 43,089 | 215,291 CHF | 215,722 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 44,000 | 44,000 | 43,234 | 43,234 | 214,161 CHF | 214,594 CHF | 98.93% | 98.93% |
| 18/11/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 43,500 | 43,500 | 43,512 | 43,512 | 215,052 CHF | 215,488 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.20% | 4.93 CHF | 4.94 CHF | 44,000 | 44,000 | 44,056 | 44,056 | 215,699 CHF | 216,140 CHF | 72.18% | 72.18% |
| 14/11/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 44,500 | 44,500 | 44,095 | 44,095 | 211,787 CHF | 212,228 CHF | 100.00% | 100.00% |
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