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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 | 0.68% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,461 CHF | 147,461 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 148,233 CHF | 149,233 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,679 CHF | 144,679 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,894 CHF | 138,894 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,650 CHF | 137,650 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 135,169 CHF | 136,169 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.79% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,441 CHF | 127,441 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,351 CHF | 121,351 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,568 CHF | 128,568 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 117,727 CHF | 118,727 CHF | 99.12% | 99.12% |
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