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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 | 1.59% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,252 CHF | 63,252 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.69% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 63,841 CHF | 64,848 CHF | 99.97% | 99.97% |
| 18/11/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,867 CHF | 61,867 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.89% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 98,227 | 98,213 | 58,924 CHF | 59,916 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.76% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 58,939 CHF | 59,942 CHF | 99.27% | 99.27% |
| 13/11/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,598 | 99,598 | 65,285 CHF | 66,287 CHF | 96.95% | 96.95% |
| 12/11/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 66,897 CHF | 67,897 CHF | 99.99% | 99.99% |
| 11/11/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 69,302 CHF | 70,302 CHF | 99.99% | 99.99% |
| 08/11/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 76,982 CHF | 77,982 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 74,213 CHF | 75,215 CHF | 99.99% | 99.99% |
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