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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 | 1.70% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,489 CHF | 59,489 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.87% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 57,055 CHF | 58,061 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,806 CHF | 60,806 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.79% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 98,309 | 98,303 | 60,841 CHF | 61,841 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 63,793 CHF | 64,795 CHF | 99.28% | 99.28% |
| 13/11/2024 | 1.67% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,421 | 99,421 | 61,410 CHF | 62,412 CHF | 97.13% | 97.13% |
| 12/11/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,639 CHF | 61,639 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.76% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,273 CHF | 57,273 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,739 CHF | 55,739 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 54,488 CHF | 55,490 CHF | 100.00% | 100.00% |
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