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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 | 0.76% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,989 CHF | 131,989 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,942 CHF | 133,942 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,352 CHF | 129,352 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,474 CHF | 123,474 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,209 CHF | 122,209 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 119,994 CHF | 120,994 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.90% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,016 CHF | 112,016 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,967 CHF | 105,967 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,171 CHF | 113,171 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 102,742 CHF | 103,742 CHF | 99.12% | 99.12% |
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