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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 | 0.98% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,834 CHF | 102,834 CHF | 99.97% | 99.97% |
| 19/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,915 CHF | 102,915 CHF | 99.83% | 99.83% |
| 18/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,650 CHF | 99.91% | 99.91% |
| 15/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,037 CHF | 100,037 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,833 CHF | 101,833 CHF | 99.64% | 99.64% |
| 13/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,542 CHF | 101,542 CHF | 99.94% | 99.94% |
| 12/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,885 CHF | 99,885 CHF | 99.78% | 99.78% |
| 11/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,461 CHF | 94,461 CHF | 99.81% | 99.81% |
| 08/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,201 CHF | 95,201 CHF | 99.84% | 99.84% |
| 07/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,922 CHF | 91,922 CHF | 99.90% | 99.90% |
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