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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 | 0.86% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 116,266 CHF | 117,266 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.92% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 117,141 CHF | 118,148 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 114,902 CHF | 115,902 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 98,218 | 98,213 | 112,025 CHF | 113,019 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.92% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 112,658 CHF | 113,661 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,598 | 99,598 | 119,168 CHF | 120,170 CHF | 96.85% | 96.85% |
| 12/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,958 CHF | 121,958 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,400 CHF | 124,400 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,143 CHF | 132,143 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 128,209 CHF | 129,211 CHF | 99.99% | 99.99% |
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