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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% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,889 CHF | 110,889 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.99% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 109,391 CHF | 110,397 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,072 CHF | 109,072 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.06% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 98,216 | 98,210 | 104,617 CHF | 105,611 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 107,254 CHF | 108,258 CHF | 99.29% | 99.29% |
| 13/11/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 99,596 | 99,596 | 107,274 CHF | 108,276 CHF | 96.39% | 96.39% |
| 12/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,661 CHF | 109,661 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 107,411 CHF | 108,411 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,092 CHF | 107,092 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 102,355 CHF | 103,357 CHF | 99.99% | 99.99% |
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