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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 | 1.79% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,226 CHF | 56,226 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.98% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 53,954 CHF | 54,959 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,631 CHF | 57,631 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.88% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 98,309 | 98,303 | 57,642 CHF | 58,641 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 60,498 CHF | 61,499 CHF | 99.29% | 99.29% |
| 13/11/2024 | 1.80% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,036 | 99,036 | 58,294 CHF | 59,298 CHF | 58.32% | 58.32% |
| 12/11/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,347 CHF | 58,347 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,036 CHF | 54,036 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,535 CHF | 52,535 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 99,926 | 99,694 | 51,405 CHF | 52,293 CHF | 100.00% | 100.00% |
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