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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,908 CHF | 154,908 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 99,265 | 99,265 | 157,583 CHF | 158,586 CHF | 99.92% | 99.92% |
| 20/11/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,332 CHF | 154,332 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 152,236 CHF | 153,242 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,425 CHF | 152,425 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 98,213 | 98,210 | 147,211 CHF | 148,206 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 150,432 CHF | 151,436 CHF | 99.28% | 99.28% |
| 13/11/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 99,584 | 99,584 | 150,525 CHF | 151,528 CHF | 93.59% | 93.59% |
| 12/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,037 CHF | 153,037 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,902 CHF | 151,902 CHF | 99.99% | 99.99% |
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