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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% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 127,097 CHF | 128,097 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,264 CHF | 125,264 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,329 CHF | 122,329 CHF | 99.92% | 99.92% |
| 15/11/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,329 CHF | 119,329 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,351 CHF | 121,351 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,220 CHF | 129,220 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,125 CHF | 124,125 CHF | 99.70% | 99.70% |
| 11/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,330 CHF | 119,330 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,355 CHF | 121,355 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,765 CHF | 120,765 CHF | 99.90% | 99.90% |
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