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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 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 118,795 CHF | 119,786 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 99,049 | 99,049 | 120,433 CHF | 121,425 CHF | 98.89% | 98.89% |
| 18/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 119,263 CHF | 120,255 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,869 CHF | 122,869 CHF | 71.72% | 71.72% |
| 14/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 120,954 CHF | 121,946 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,054 | 99,054 | 121,141 CHF | 122,132 CHF | 99.33% | 99.33% |
| 12/11/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 120,187 CHF | 121,179 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 116,640 CHF | 117,632 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 116,902 CHF | 117,894 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 117,519 CHF | 118,511 CHF | 100.00% | 100.00% |
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