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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 | 1.58% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,686 CHF | 63,686 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.75% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 61,130 CHF | 62,135 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,993 CHF | 64,993 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.68% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 98,305 | 98,303 | 64,964 CHF | 65,968 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 68,008 CHF | 69,011 CHF | 99.29% | 99.29% |
| 13/11/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,422 | 99,422 | 65,660 CHF | 66,661 CHF | 97.20% | 97.20% |
| 12/11/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,752 CHF | 65,752 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,455 CHF | 61,455 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,832 CHF | 59,832 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 58,647 CHF | 59,649 CHF | 100.00% | 100.00% |
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