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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 | 1.05% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,071 CHF | 96,071 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.18% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 91,929 CHF | 92,935 CHF | 99.97% | 99.97% |
| 18/11/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,048 CHF | 96,048 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.20% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 98,217 | 98,210 | 92,930 CHF | 93,922 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 96,488 CHF | 97,492 CHF | 99.30% | 99.30% |
| 13/11/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 89,257 CHF | 90,259 CHF | 95.63% | 95.63% |
| 12/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,114 CHF | 90,114 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,092 CHF | 86,092 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.32% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,251 CHF | 76,251 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 74,629 CHF | 75,631 CHF | 99.99% | 99.99% |
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