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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 | 0.43% | 23.25 CHF | 23.35 CHF | 4,300 | 4,300 | 4,249 | 4,249 | 99,441 CHF | 99,866 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.43% | 23.55 CHF | 23.65 CHF | 4,200 | 4,200 | 4,274 | 4,274 | 99,913 CHF | 100,340 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.42% | 23.80 CHF | 23.90 CHF | 4,200 | 4,200 | 4,191 | 4,191 | 99,859 CHF | 100,278 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.42% | 23.85 CHF | 23.95 CHF | 4,200 | 4,200 | 4,130 | 4,130 | 98,967 CHF | 99,380 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.42% | 23.75 CHF | 23.85 CHF | 4,200 | 4,200 | 4,207 | 4,207 | 99,271 CHF | 99,691 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.16% | 23.68 CHF | 23.72 CHF | 4,200 | 4,200 | 4,200 | 4,200 | 99,600 CHF | 99,763 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.42% | 23.85 CHF | 23.95 CHF | 4,200 | 4,200 | 4,133 | 4,133 | 99,247 CHF | 99,660 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.77% | 24.90 CHF | 25.10 CHF | 4,000 | 4,000 | 3,998 | 3,998 | 99,948 CHF | 100,723 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.62% | 24.80 CHF | 24.90 CHF | 4,000 | 4,000 | 3,999 | 3,999 | 99,606 CHF | 100,225 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.54% | 25.53 CHF | 25.67 CHF | 3,900 | 3,900 | 3,885 | 3,885 | 99,284 CHF | 99,824 CHF | 99.57% | 99.57% |
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