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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 | 0.80% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,948 CHF | 125,948 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,223 CHF | 127,223 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,522 CHF | 119,522 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,370 CHF | 113,370 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,784 CHF | 101,784 CHF | 99.24% | 99.24% |
| 13/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 93,795 CHF | 94,803 CHF | 99.40% | 99.40% |
| 12/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,414 CHF | 96,414 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,337 CHF | 89,337 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,888 CHF | 94,888 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 98,697 | 98,697 | 87,237 CHF | 88,264 CHF | 98.74% | 98.74% |
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