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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 | 0.56% | 1.83 CHF | 1.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 179,016 CHF | 180,016 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,423 CHF | 181,423 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 172,717 CHF | 173,717 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 166,576 CHF | 167,576 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,784 CHF | 155,784 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 147,714 CHF | 148,724 CHF | 99.39% | 99.39% |
| 12/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,414 CHF | 150,414 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,588 CHF | 143,588 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,888 CHF | 148,888 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 98,697 | 98,697 | 140,741 CHF | 141,767 CHF | 98.74% | 98.74% |
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