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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 | 0.65% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,702 CHF | 153,702 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,923 CHF | 154,923 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 146,311 CHF | 147,311 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,103 CHF | 141,103 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,577 CHF | 129,577 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 121,457 CHF | 122,470 CHF | 99.39% | 99.39% |
| 12/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,157 CHF | 124,157 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,048 CHF | 117,048 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,589 CHF | 122,589 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 98,697 | 98,697 | 114,664 CHF | 115,690 CHF | 98.74% | 98.74% |
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