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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 | 1.50% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,081 CHF | 67,081 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,341 CHF | 65,341 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,080 CHF | 70,080 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 75,250 CHF | 76,250 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,474 CHF | 77,474 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 100,000 | 100,000 | 99,383 | 99,147 | 76,402 CHF | 77,219 CHF | 99.32% | 99.32% |
| 12/11/2024 | 1.14% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,132 CHF | 88,132 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,149 CHF | 94,149 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,327 CHF | 87,327 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.13% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 97,925 | 97,406 | 91,079 CHF | 91,628 CHF | 99.12% | 99.12% |
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