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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 | 0.59% | 1.73 CHF | 1.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,416 CHF | 169,416 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,708 CHF | 170,708 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,273 CHF | 163,273 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 156,056 CHF | 157,056 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,358 CHF | 145,358 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 137,229 CHF | 138,241 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,134 CHF | 140,134 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,003 CHF | 133,003 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 137,376 CHF | 138,376 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 98,697 | 98,697 | 130,390 CHF | 131,417 CHF | 98.74% | 98.74% |
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