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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 | 0.69% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,275 CHF | 146,275 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 141,334 CHF | 142,341 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,317 CHF | 146,317 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 98,213 | 98,210 | 142,494 CHF | 143,488 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 146,605 CHF | 147,608 CHF | 99.29% | 99.29% |
| 13/11/2024 | 0.74% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 99,591 | 99,591 | 139,149 CHF | 140,151 CHF | 95.49% | 95.49% |
| 12/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,168 CHF | 140,168 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,029 CHF | 136,029 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,743 CHF | 125,743 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 124,140 CHF | 125,142 CHF | 99.99% | 99.99% |
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