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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 | 0.94% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,584 CHF | 106,584 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,543 CHF | 105,543 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 112,283 CHF | 113,283 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,944 CHF | 119,944 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,915 CHF | 131,915 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 137,152 CHF | 138,163 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,360 CHF | 137,360 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,412 CHF | 144,412 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 138,411 CHF | 139,411 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.73% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 98,697 | 98,697 | 141,974 CHF | 143,000 CHF | 98.74% | 98.74% |
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