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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 44,000 | 44,000 | 43,340 | 43,340 | 53,162 CHF | 53,596 CHF | 99.87% | 99.87% |
| 20/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 44,000 | 44,000 | 44,206 | 44,206 | 57,361 CHF | 57,804 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 45,000 | 45,000 | 44,585 | 44,585 | 61,390 CHF | 61,836 CHF | 98.95% | 98.95% |
| 18/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 45,000 | 45,000 | 44,862 | 44,862 | 61,631 CHF | 62,080 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 1.36 CHF | 1.37 CHF | 45,000 | 45,000 | 43,583 | 43,583 | 50,753 CHF | 51,189 CHF | 71.64% | 71.64% |
| 14/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 37,963 CHF | 38,376 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 41,000 | 41,000 | 41,565 | 41,565 | 39,786 CHF | 40,202 CHF | 97.71% | 97.71% |
| 12/11/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 41,000 | 41,000 | 40,988 | 40,988 | 36,785 CHF | 37,195 CHF | 99.65% | 99.65% |
| 11/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 42,000 | 42,000 | 41,601 | 41,601 | 38,694 CHF | 39,111 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 42,000 | 42,000 | 42,037 | 42,037 | 42,766 CHF | 43,187 CHF | 100.00% | 100.00% |
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