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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 | 1.26% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,694 CHF | 79,694 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.34% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 80,228 CHF | 81,235 CHF | 99.98% | 99.98% |
| 18/11/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,355 CHF | 78,355 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.48% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 98,222 | 98,213 | 75,286 CHF | 76,279 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.38% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,348 | 99,348 | 75,313 CHF | 76,316 CHF | 99.26% | 99.26% |
| 13/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 99,593 | 99,593 | 81,944 CHF | 82,946 CHF | 95.64% | 95.64% |
| 12/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,498 CHF | 84,498 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,992 CHF | 86,992 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,587 CHF | 94,587 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 90,802 CHF | 91,804 CHF | 99.99% | 99.99% |
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