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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 | 0.78% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,461 CHF | 129,461 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,233 CHF | 131,233 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,679 CHF | 126,679 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,894 CHF | 120,894 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,650 CHF | 119,650 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 117,322 CHF | 118,323 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.92% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,441 CHF | 109,441 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,351 CHF | 103,351 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,568 CHF | 110,568 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 100,194 CHF | 101,193 CHF | 99.12% | 99.12% |
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