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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 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,549 CHF | 94,549 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.14% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 94,849 CHF | 95,855 CHF | 99.97% | 99.97% |
| 18/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,214 CHF | 93,214 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.24% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 98,220 | 98,213 | 89,812 CHF | 90,805 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.15% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 90,055 CHF | 91,058 CHF | 99.26% | 99.26% |
| 13/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,592 | 99,592 | 96,657 CHF | 97,659 CHF | 95.50% | 95.50% |
| 12/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,307 CHF | 99,307 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,789 CHF | 101,789 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,421 CHF | 109,421 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 105,620 CHF | 106,621 CHF | 99.99% | 99.99% |
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