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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.05% | 21.21 CHF | 21.22 CHF | 60,000 | 60,000 | 22,848 | 22,848 | 494,845 CHF | 495,075 CHF | 97.34% | 97.34% |
| 22/11/2024 | 0.04% | 22.37 CHF | 22.38 CHF | 60,000 | 60,000 | 22,875 | 22,875 | 518,104 CHF | 518,333 CHF | 97.76% | 97.76% |
| 20/11/2024 | 0.04% | 22.56 CHF | 22.57 CHF | 60,000 | 60,000 | 22,630 | 22,630 | 513,455 CHF | 513,682 CHF | 98.53% | 98.53% |
| 19/11/2024 | 0.05% | 22.24 CHF | 22.25 CHF | 60,000 | 60,000 | 23,615 | 23,615 | 518,945 CHF | 519,181 CHF | 96.76% | 96.76% |
| 18/11/2024 | 0.05% | 21.72 CHF | 21.73 CHF | 60,000 | 60,000 | 23,121 | 23,121 | 497,750 CHF | 497,982 CHF | 96.81% | 96.81% |
| 15/11/2024 | 0.05% | 22.21 CHF | 22.22 CHF | 60,000 | 60,000 | 23,082 | 23,082 | 519,640 CHF | 519,871 CHF | 98.08% | 98.08% |
| 14/11/2024 | 0.04% | 23.21 CHF | 23.22 CHF | 55,000 | 55,000 | 21,638 | 21,638 | 499,089 CHF | 499,305 CHF | 98.68% | 98.68% |
| 13/11/2024 | 0.04% | 22.88 CHF | 22.89 CHF | 60,000 | 60,000 | 21,865 | 21,865 | 502,650 CHF | 502,869 CHF | 98.47% | 98.47% |
| 12/11/2024 | 0.05% | 22.96 CHF | 22.97 CHF | 55,000 | 55,000 | 22,121 | 22,121 | 503,275 CHF | 503,496 CHF | 98.63% | 98.63% |
| 11/11/2024 | 0.04% | 22.60 CHF | 22.61 CHF | 60,000 | 60,000 | 22,898 | 22,898 | 519,321 CHF | 519,551 CHF | 99.08% | 99.08% |
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