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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 | 0.95% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,309 CHF | 105,309 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 105,347 CHF | 106,353 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,932 CHF | 103,932 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.11% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 98,218 | 98,213 | 100,267 CHF | 101,261 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.03% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 99,346 | 99,346 | 100,755 CHF | 101,758 CHF | 99.17% | 99.17% |
| 13/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 99,576 | 99,576 | 107,250 CHF | 108,252 CHF | 91.92% | 91.92% |
| 12/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,973 CHF | 109,973 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,425 CHF | 112,425 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,154 CHF | 120,154 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 116,260 CHF | 117,261 CHF | 99.99% | 99.99% |
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