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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 | 1.51% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,648 CHF | 66,648 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.67% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 64,045 CHF | 65,051 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,973 CHF | 67,973 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.61% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 98,305 | 98,303 | 67,888 CHF | 68,891 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 70,964 CHF | 71,968 CHF | 99.28% | 99.28% |
| 13/11/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 99,422 | 99,422 | 68,561 CHF | 69,563 CHF | 97.20% | 97.20% |
| 12/11/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,720 CHF | 68,720 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,391 CHF | 64,391 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,766 CHF | 62,766 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 61,549 CHF | 62,550 CHF | 100.00% | 100.00% |
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