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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 | 0.81% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,841 CHF | 123,841 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.89% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 122,168 CHF | 123,175 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,016 CHF | 122,016 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 98,216 | 98,210 | 117,338 CHF | 118,331 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 120,129 CHF | 121,132 CHF | 99.30% | 99.30% |
| 13/11/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 99,596 | 99,596 | 120,200 CHF | 121,202 CHF | 96.43% | 96.43% |
| 12/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,622 CHF | 122,622 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,363 CHF | 121,363 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,065 CHF | 120,065 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 115,292 CHF | 116,294 CHF | 99.99% | 99.99% |
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