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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 | 0.61% | 1.68 CHF | 1.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,752 CHF | 164,752 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 165,659 CHF | 166,659 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,041 CHF | 162,041 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 155,150 CHF | 156,150 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,952 CHF | 154,952 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 152,402 CHF | 153,405 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,671 CHF | 144,671 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,646 CHF | 138,646 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,887 CHF | 145,887 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 134,573 CHF | 135,572 CHF | 99.12% | 99.12% |
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