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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 | 1.07% | 1.88 CHF | 1.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,674 CHF | 187,674 CHF | 99.53% | 99.53% |
| 19/11/2024 | 1.09% | 1.83 CHF | 1.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 182,810 CHF | 184,810 CHF | 99.49% | 99.49% |
| 18/11/2024 | 1.10% | 1.79 CHF | 1.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,913 CHF | 182,913 CHF | 99.51% | 99.51% |
| 15/11/2024 | 1.13% | 1.75 CHF | 1.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 176,505 CHF | 178,505 CHF | 98.95% | 98.95% |
| 14/11/2024 | 1.08% | 1.81 CHF | 1.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 184,121 CHF | 186,121 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.12% | 1.91 CHF | 1.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 177,950 CHF | 179,950 CHF | 97.05% | 97.05% |
| 12/11/2024 | 1.21% | 1.68 CHF | 1.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,746 CHF | 165,746 CHF | 99.56% | 99.56% |
| 11/11/2024 | 1.22% | 1.62 CHF | 1.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,866 CHF | 164,866 CHF | 99.51% | 99.51% |
| 08/11/2024 | 1.22% | 1.64 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 163,481 CHF | 165,481 CHF | 99.51% | 99.51% |
| 07/11/2024 | 1.29% | 1.54 CHF | 1.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 154,566 CHF | 156,566 CHF | 99.08% | 99.08% |
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