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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 | 1.49% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,759 CHF | 67,759 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.61% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 66,810 CHF | 67,817 CHF | 99.96% | 99.96% |
| 18/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,890 CHF | 65,890 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.79% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 98,224 | 98,210 | 62,202 CHF | 63,193 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 64,361 CHF | 65,364 CHF | 99.28% | 99.28% |
| 13/11/2024 | 1.58% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,598 | 99,598 | 64,308 CHF | 65,310 CHF | 96.95% | 96.95% |
| 12/11/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,421 CHF | 66,421 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,182 CHF | 65,182 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,904 CHF | 63,904 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.71% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 59,274 CHF | 60,275 CHF | 99.99% | 99.99% |
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