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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 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,178 CHF | 103,178 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.10% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 98,344 CHF | 99,350 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,812 CHF | 104,812 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 98,219 | 98,213 | 103,207 CHF | 104,201 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 105,317 CHF | 106,320 CHF | 99.26% | 99.26% |
| 13/11/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 99,593 | 99,593 | 99,312 CHF | 100,314 CHF | 95.64% | 95.64% |
| 12/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,669 CHF | 99,669 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,317 CHF | 97,317 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,200 CHF | 90,200 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 91,619 CHF | 92,620 CHF | 99.99% | 99.99% |
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