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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 | 0.46% | 21.70 CHF | 21.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 437,780 CHF | 439,780 CHF | 99.17% | 99.17% |
| 19/11/2024 | 0.46% | 22.00 CHF | 22.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 437,306 CHF | 439,306 CHF | 99.17% | 99.17% |
| 18/11/2024 | 0.45% | 22.30 CHF | 22.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 446,636 CHF | 448,636 CHF | 99.20% | 99.20% |
| 15/11/2024 | 0.44% | 22.40 CHF | 22.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 449,273 CHF | 451,273 CHF | 99.17% | 99.17% |
| 14/11/2024 | 0.45% | 22.25 CHF | 22.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 441,720 CHF | 443,720 CHF | 99.16% | 99.16% |
| 13/11/2024 | 0.45% | 22.10 CHF | 22.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 443,283 CHF | 445,283 CHF | 99.17% | 99.17% |
| 12/11/2024 | 0.44% | 22.30 CHF | 22.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 449,930 CHF | 451,930 CHF | 99.17% | 99.17% |
| 11/11/2024 | 0.42% | 23.50 CHF | 23.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 471,332 CHF | 473,332 CHF | 99.17% | 99.17% |
| 08/11/2024 | 0.43% | 23.25 CHF | 23.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 468,782 CHF | 470,782 CHF | 99.17% | 99.17% |
| 07/11/2024 | 0.41% | 24.05 CHF | 24.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 482,291 CHF | 484,291 CHF | 99.08% | 99.08% |
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