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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 | 1.35% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,335 CHF | 74,335 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 69,876 CHF | 70,883 CHF | 99.98% | 99.98% |
| 18/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,915 CHF | 75,915 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.49% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 98,222 | 98,213 | 74,832 CHF | 75,825 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 76,689 CHF | 77,692 CHF | 99.24% | 99.24% |
| 13/11/2024 | 1.44% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 70,612 CHF | 71,614 CHF | 95.50% | 95.50% |
| 12/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,854 CHF | 70,854 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,514 CHF | 68,514 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,392 CHF | 61,392 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 62,831 CHF | 63,832 CHF | 99.99% | 99.99% |
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