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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 | 1.81% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,790 CHF | 55,790 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 53,538 CHF | 54,542 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,123 CHF | 57,123 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.91% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 98,309 | 98,303 | 57,201 CHF | 58,202 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 60,159 CHF | 61,162 CHF | 99.28% | 99.28% |
| 13/11/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 99,339 | 99,339 | 57,856 CHF | 58,858 CHF | 85.04% | 85.04% |
| 12/11/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,904 CHF | 57,904 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,633 CHF | 53,633 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,086 CHF | 52,086 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 100,755 | 99,694 | 51,482 CHF | 51,963 CHF | 100.00% | 100.00% |
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