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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 | 0.88% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,645 CHF | 113,645 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,846 CHF | 111,846 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,648 CHF | 116,648 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,850 CHF | 122,850 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,048 CHF | 124,048 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 122,476 CHF | 123,478 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.75% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,740 CHF | 134,740 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,811 CHF | 140,811 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 132,921 CHF | 133,921 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.75% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 135,974 CHF | 136,969 CHF | 99.12% | 99.12% |
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