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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 | 0.22% | 25.43 CHF | 25.46 CHF | 18,000 | 18,000 | 8,145 | 8,145 | 214,179 CHF | 214,564 CHF | 98.90% | 98.90% |
| 19/11/2024 | 0.23% | 25.73 CHF | 25.76 CHF | 18,000 | 18,000 | 8,218 | 8,218 | 211,819 CHF | 212,205 CHF | 96.43% | 96.43% |
| 18/11/2024 | 0.23% | 25.28 CHF | 25.31 CHF | 18,000 | 18,000 | 8,386 | 8,386 | 203,949 CHF | 204,325 CHF | 99.48% | 99.48% |
| 15/11/2024 | 0.22% | 23.06 CHF | 23.09 CHF | 20,000 | 20,000 | 8,962 | 8,962 | 201,757 CHF | 202,125 CHF | 97.90% | 97.90% |
| 14/11/2024 | 0.21% | 22.02 CHF | 22.05 CHF | 20,000 | 20,000 | 9,073 | 9,073 | 208,488 CHF | 208,858 CHF | 93.81% | 93.81% |
| 13/11/2024 | 0.27% | 25.55 CHF | 25.57 CHF | 18,000 | 18,000 | 8,453 | 8,453 | 213,702 CHF | 214,128 CHF | 84.68% | 84.68% |
| 12/11/2024 | 0.21% | 24.44 CHF | 24.46 CHF | 19,000 | 19,000 | 9,783 | 9,783 | 251,336 CHF | 251,734 CHF | 66.66% | 66.66% |
| 11/11/2024 | 0.15% | 25.58 CHF | 25.60 CHF | 18,000 | 18,000 | 9,130 | 9,130 | 227,154 CHF | 227,423 CHF | 80.05% | 80.05% |
| 08/11/2024 | 0.17% | 20.76 CHF | 20.78 CHF | 21,000 | 21,000 | 9,977 | 9,977 | 201,662 CHF | 201,947 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.18% | 19.57 CHF | 19.59 CHF | 22,000 | 22,000 | 10,637 | 10,637 | 202,030 CHF | 202,330 CHF | 96.49% | 96.49% |
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