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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 | 1.39% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 71,436 CHF | 72,436 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,767 CHF | 70,767 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,518 CHF | 75,518 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,725 CHF | 81,725 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,969 CHF | 82,969 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,383 | 99,147 | 81,956 CHF | 82,760 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.07% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,656 CHF | 93,656 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,649 CHF | 99,649 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,921 CHF | 92,921 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.07% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 97,925 | 97,406 | 96,418 CHF | 96,941 CHF | 99.12% | 99.12% |
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