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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 | 1.07% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,896 CHF | 143,427 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,156 CHF | 141,601 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 1.42 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 141,327 CHF | 142,823 CHF | 99.51% | 99.51% |
| 15/11/2024 | 1.08% | 1.44 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,457 CHF | 147,035 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 1.51 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,260 CHF | 149,750 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.02% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 99,373 | 99,373 | 145,065 CHF | 146,550 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.06% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,210 CHF | 151,816 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 1.53 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,978 CHF | 155,511 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 1.52 CHF | 1.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,026 CHF | 154,553 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 97,402 | 97,402 | 150,760 CHF | 152,266 CHF | 99.06% | 99.06% |
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