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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,931 CHF | 161,931 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,573 CHF | 164,573 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 160,461 CHF | 161,461 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,378 CHF | 163,378 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,739 CHF | 158,739 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 151,894 CHF | 152,894 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,650 CHF | 151,650 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 149,049 CHF | 150,051 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,509 CHF | 141,509 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 134,351 CHF | 135,351 CHF | 100.00% | 100.00% |
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