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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 | 0.76% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,290 CHF | 132,290 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 127,571 CHF | 128,578 CHF | 99.91% | 99.91% |
| 18/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,309 CHF | 132,309 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 98,213 | 98,210 | 128,703 CHF | 129,699 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 132,634 CHF | 133,637 CHF | 99.26% | 99.26% |
| 13/11/2024 | 0.82% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 99,589 | 99,589 | 125,231 CHF | 126,233 CHF | 94.89% | 94.89% |
| 12/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,211 CHF | 126,211 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,113 CHF | 122,113 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,994 CHF | 111,994 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 110,365 CHF | 111,366 CHF | 99.99% | 99.99% |
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