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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% | 24.35 CHF | 24.40 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 488,698 CHF | 489,689 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.21% | 24.40 CHF | 24.45 CHF | 20,000 | 20,000 | 19,807 | 19,807 | 480,188 CHF | 481,180 CHF | 97.55% | 97.55% |
| 18/11/2024 | 0.21% | 24.50 CHF | 24.55 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 483,004 CHF | 483,996 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.20% | 24.45 CHF | 24.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 494,469 CHF | 495,469 CHF | 72.74% | 72.74% |
| 14/11/2024 | 0.20% | 25.30 CHF | 25.35 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 504,341 CHF | 505,307 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 25.30 CHF | 25.35 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 499,257 CHF | 500,248 CHF | 99.16% | 99.16% |
| 12/11/2024 | 0.20% | 25.25 CHF | 25.30 CHF | 20,000 | 20,000 | 19,814 | 19,812 | 501,773 CHF | 502,723 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.20% | 25.40 CHF | 25.45 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 503,584 CHF | 504,576 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.20% | 25.10 CHF | 25.15 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 493,383 CHF | 494,375 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.20% | 24.75 CHF | 24.80 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 489,167 CHF | 490,158 CHF | 100.00% | 100.00% |
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