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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 | 1.30% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,405 CHF | 77,405 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.41% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 76,333 CHF | 77,339 CHF | 99.97% | 99.97% |
| 18/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,480 CHF | 75,480 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.56% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 98,222 | 98,210 | 71,596 CHF | 72,588 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 73,932 CHF | 74,935 CHF | 99.29% | 99.29% |
| 13/11/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,576 | 99,576 | 73,816 CHF | 74,818 CHF | 91.76% | 91.76% |
| 12/11/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,010 CHF | 76,010 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,862 CHF | 74,862 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,532 CHF | 73,532 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 68,921 CHF | 69,923 CHF | 99.99% | 99.99% |
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