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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 | 1.42% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,909 CHF | 70,909 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.51% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 71,494 CHF | 72,500 CHF | 99.97% | 99.97% |
| 18/11/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,536 CHF | 69,536 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.67% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 98,225 | 98,213 | 66,610 CHF | 67,602 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.55% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 66,598 CHF | 67,601 CHF | 99.28% | 99.28% |
| 13/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 99,594 | 99,594 | 73,089 CHF | 74,091 CHF | 95.88% | 95.88% |
| 12/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,681 CHF | 75,681 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,116 CHF | 78,116 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,724 CHF | 85,724 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 81,970 CHF | 82,971 CHF | 99.99% | 99.99% |
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