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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 | 1.39% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,393 CHF | 72,393 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.51% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 71,383 CHF | 72,389 CHF | 99.97% | 99.97% |
| 18/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,459 CHF | 70,459 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.67% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 98,222 | 98,210 | 66,666 CHF | 67,658 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 68,947 CHF | 69,950 CHF | 99.30% | 99.30% |
| 13/11/2024 | 1.48% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,575 | 99,575 | 68,809 CHF | 69,811 CHF | 91.73% | 91.73% |
| 12/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,992 CHF | 70,992 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,842 CHF | 69,842 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,506 CHF | 68,506 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 63,919 CHF | 64,920 CHF | 99.99% | 99.99% |
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