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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 | 0.90% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,098 CHF | 112,098 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.01% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 107,704 CHF | 108,711 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,112 CHF | 112,112 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.02% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 98,215 | 98,210 | 108,720 CHF | 109,713 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 112,477 CHF | 113,481 CHF | 99.29% | 99.29% |
| 13/11/2024 | 0.97% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 105,189 CHF | 106,191 CHF | 95.63% | 95.63% |
| 12/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,096 CHF | 106,096 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,026 CHF | 102,026 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,053 CHF | 92,053 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 90,419 CHF | 91,421 CHF | 99.99% | 99.99% |
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