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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 | 1.08% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,539 CHF | 93,539 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,846 CHF | 91,846 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,648 CHF | 96,648 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,850 CHF | 102,850 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,048 CHF | 104,048 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 102,647 CHF | 103,649 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.88% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,740 CHF | 114,740 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,811 CHF | 120,811 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,998 CHF | 113,998 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.87% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 116,493 CHF | 117,488 CHF | 99.12% | 99.12% |
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