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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 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,385 CHF | 110,385 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 105,470 CHF | 106,476 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,960 CHF | 111,960 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 98,218 | 98,213 | 110,263 CHF | 111,257 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 112,521 CHF | 113,524 CHF | 99.26% | 99.26% |
| 13/11/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 106,569 CHF | 107,571 CHF | 95.46% | 95.46% |
| 12/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,941 CHF | 106,941 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,611 CHF | 104,611 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,470 CHF | 97,470 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 98,801 CHF | 99,803 CHF | 99.99% | 99.99% |
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