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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 | 1.18% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,430 CHF | 85,430 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.26% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 85,771 CHF | 86,777 CHF | 99.98% | 99.98% |
| 18/11/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,060 CHF | 84,060 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.38% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 98,222 | 98,213 | 80,721 CHF | 81,713 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.28% | 0.83 CHF | 0.84 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 80,967 CHF | 81,971 CHF | 99.28% | 99.28% |
| 13/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 99,583 | 99,583 | 87,440 CHF | 88,442 CHF | 93.27% | 93.27% |
| 12/11/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,052 CHF | 90,052 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,557 CHF | 92,557 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,231 CHF | 100,231 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 96,431 CHF | 97,433 CHF | 99.99% | 99.99% |
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