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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 | 1.54% | 0.82 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,676 CHF | 83,961 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.62% | 0.80 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,073 CHF | 84,428 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.62% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,993 CHF | 86,377 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.74% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,400 CHF | 85,881 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.79% | 0.86 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,381 CHF | 86,926 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.87% | 0.85 CHF | 0.87 CHF | 100,000 | 100,000 | 99,265 | 99,147 | 85,291 CHF | 86,789 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.37% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,697 CHF | 88,911 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.44% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,127 CHF | 90,424 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.75% | 0.88 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,246 CHF | 89,802 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.86% | 0.89 CHF | 0.91 CHF | 100,000 | 100,000 | 97,926 | 97,408 | 87,144 CHF | 88,280 CHF | 99.13% | 99.13% |
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