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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 | 1.40% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,980 CHF | 71,980 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.53% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 69,537 CHF | 70,542 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,448 CHF | 73,448 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.49% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 73,199 CHF | 74,202 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 76,277 CHF | 77,279 CHF | 99.29% | 99.29% |
| 13/11/2024 | 1.39% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 99,299 | 99,299 | 73,916 CHF | 74,918 CHF | 80.13% | 80.13% |
| 12/11/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 73,059 CHF | 74,059 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,768 CHF | 69,768 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,059 CHF | 68,059 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 66,956 CHF | 67,957 CHF | 100.00% | 100.00% |
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