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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,328 CHF | 97,328 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.12% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 88,584 CHF | 89,584 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,543 CHF | 88,543 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,245 CHF | 96,245 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,944 CHF | 102,944 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,642 CHF | 114,642 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 120,202 CHF | 121,213 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,360 CHF | 120,360 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,412 CHF | 127,412 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,411 CHF | 122,411 CHF | 100.00% | 100.00% |
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