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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 | 0.59% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 168,410 CHF | 169,410 CHF | 99.83% | 99.83% |
| 19/11/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 159,048 CHF | 160,048 CHF | 99.85% | 99.85% |
| 18/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,735 CHF | 164,735 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,975 CHF | 162,975 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.61% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,257 CHF | 165,257 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,797 CHF | 162,797 CHF | 99.94% | 99.94% |
| 12/11/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,624 CHF | 171,624 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 173,336 CHF | 174,336 CHF | 99.74% | 99.74% |
| 08/11/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 167,440 CHF | 168,440 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,961 CHF | 181,961 CHF | 99.68% | 99.68% |
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