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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 | 62,811 CHF | 63,811 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.73% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 61,457 CHF | 62,461 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,176 CHF | 65,176 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.68% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 98,305 | 98,303 | 65,109 CHF | 66,112 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 68,158 CHF | 69,161 CHF | 99.28% | 99.28% |
| 13/11/2024 | 1.56% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,339 | 99,339 | 65,818 CHF | 66,820 CHF | 85.02% | 85.02% |
| 12/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,910 CHF | 65,910 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,618 CHF | 61,618 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,006 CHF | 60,006 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 58,853 CHF | 59,853 CHF | 100.00% | 100.00% |
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