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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% | 24.91 CHF | 24.94 CHF | 18,000 | 18,000 | 8,175 | 8,175 | 210,587 CHF | 210,972 CHF | 96.25% | 96.25% |
| 19/11/2024 | 0.23% | 25.21 CHF | 25.24 CHF | 18,000 | 18,000 | 8,218 | 8,218 | 207,544 CHF | 207,930 CHF | 96.43% | 96.43% |
| 18/11/2024 | 0.23% | 24.76 CHF | 24.79 CHF | 18,000 | 18,000 | 8,387 | 8,387 | 199,586 CHF | 199,962 CHF | 99.48% | 99.48% |
| 15/11/2024 | 0.22% | 22.54 CHF | 22.57 CHF | 20,000 | 20,000 | 8,962 | 8,962 | 197,070 CHF | 197,438 CHF | 97.89% | 97.89% |
| 14/11/2024 | 0.21% | 21.50 CHF | 21.53 CHF | 20,000 | 20,000 | 9,082 | 9,082 | 203,942 CHF | 204,312 CHF | 93.34% | 93.34% |
| 13/11/2024 | 0.28% | 25.03 CHF | 25.05 CHF | 18,000 | 18,000 | 8,445 | 8,445 | 209,110 CHF | 209,536 CHF | 84.76% | 84.76% |
| 12/11/2024 | 0.22% | 23.92 CHF | 23.94 CHF | 19,000 | 19,000 | 9,869 | 9,869 | 248,438 CHF | 248,836 CHF | 67.03% | 67.03% |
| 11/11/2024 | 0.15% | 25.06 CHF | 25.08 CHF | 18,000 | 18,000 | 9,191 | 9,191 | 223,884 CHF | 224,153 CHF | 79.51% | 79.51% |
| 08/11/2024 | 0.17% | 20.25 CHF | 20.27 CHF | 21,000 | 21,000 | 9,977 | 9,977 | 196,542 CHF | 196,826 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.18% | 19.05 CHF | 19.07 CHF | 22,000 | 22,000 | 10,594 | 10,594 | 195,762 CHF | 196,061 CHF | 97.38% | 97.38% |
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