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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 | 1.14% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,019 CHF | 88,019 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,549 CHF | 86,549 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,758 CHF | 87,758 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,894 CHF | 92,894 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 95,871 CHF | 96,871 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 99,818 | 99,818 | 92,810 CHF | 93,822 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,335 CHF | 99,335 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,433 CHF | 103,433 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,844 CHF | 102,844 CHF | 99.51% | 99.51% |
| 07/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 98,701 | 98,701 | 103,124 CHF | 104,147 CHF | 99.06% | 99.06% |
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