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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 | 1.01% | 0.96 CHF | 0.97 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 392,695 CHF | 396,695 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 383,257 CHF | 387,257 CHF | 99.95% | 99.95% |
| 18/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,486 CHF | 204,486 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 201,700 CHF | 203,700 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 194,376 CHF | 196,376 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 190,679 CHF | 192,679 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 195,661 CHF | 197,661 CHF | 99.98% | 99.98% |
| 11/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 199,701 CHF | 201,701 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 194,110 CHF | 196,110 CHF | 98.94% | 98.94% |
| 07/11/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 202,544 CHF | 204,544 CHF | 85.74% | 85.74% |
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