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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 | 1.00% | 1.01 CHF | 1.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 297,368 CHF | 300,368 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 297,319 CHF | 300,319 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 309,784 CHF | 312,784 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 309,776 CHF | 312,776 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 309,127 CHF | 312,127 CHF | 99.79% | 99.79% |
| 13/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 293,903 CHF | 296,903 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 287,368 CHF | 290,368 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 277,476 CHF | 280,476 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 263,324 CHF | 266,324 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.15% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 258,785 CHF | 261,785 CHF | 100.00% | 100.00% |
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