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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 | 0.75% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,070 CHF | 133,070 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 131,274 CHF | 132,281 CHF | 99.96% | 99.96% |
| 18/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,203 CHF | 131,203 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 98,213 | 98,210 | 126,383 CHF | 127,379 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 129,343 CHF | 130,347 CHF | 99.28% | 99.28% |
| 13/11/2024 | 0.79% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 99,541 | 99,541 | 129,257 CHF | 130,259 CHF | 84.85% | 84.85% |
| 12/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,843 CHF | 131,843 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,637 CHF | 130,637 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,296 CHF | 129,296 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 124,581 CHF | 125,583 CHF | 99.99% | 99.99% |
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