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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 | 1.52% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,483 CHF | 66,483 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.60% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 67,103 CHF | 68,110 CHF | 99.98% | 99.98% |
| 18/11/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,103 CHF | 65,103 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.79% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 98,227 | 98,213 | 62,122 CHF | 63,113 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.66% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 62,133 CHF | 63,136 CHF | 99.26% | 99.26% |
| 13/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,583 | 99,583 | 68,603 CHF | 69,605 CHF | 93.32% | 93.32% |
| 12/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,120 CHF | 71,120 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,654 CHF | 73,654 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,300 CHF | 81,300 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 77,557 CHF | 78,559 CHF | 99.99% | 99.99% |
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