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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 | 0.87% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,833 CHF | 115,833 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,768 CHF | 117,768 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,135 CHF | 113,135 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,275 CHF | 107,275 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,031 CHF | 106,031 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 103,902 CHF | 104,904 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.05% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,869 CHF | 95,869 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,756 CHF | 89,756 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,079 CHF | 97,079 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 97,925 | 97,406 | 87,489 CHF | 87,990 CHF | 99.12% | 99.12% |
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