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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,705 CHF | 169,705 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,775 CHF | 170,775 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,530 CHF | 170,530 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,717 CHF | 172,717 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,239 CHF | 171,239 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,729 CHF | 172,729 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,271 CHF | 173,271 CHF | 99.78% | 99.78% |
| 13/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,572 CHF | 173,572 CHF | 99.93% | 99.93% |
| 12/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,198 CHF | 172,198 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,658 CHF | 167,658 CHF | 99.81% | 99.81% |
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