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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 | 1.19% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 83,645 CHF | 84,645 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 81,992 CHF | 82,992 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,715 CHF | 87,715 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,912 CHF | 93,912 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,167 CHF | 95,167 CHF | 99.52% | 99.52% |
| 13/11/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 99,265 | 99,147 | 93,964 CHF | 94,851 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.95% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,872 CHF | 105,872 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,898 CHF | 111,898 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,113 CHF | 105,113 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.95% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 107,797 CHF | 108,797 CHF | 99.12% | 99.12% |
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