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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 | 0.80% | 1.23 CHF | 1.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,401 CHF | 125,401 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 122,858 CHF | 123,858 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,075 CHF | 125,075 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 129,252 CHF | 130,252 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 133,279 CHF | 134,279 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 99,818 | 99,818 | 130,114 CHF | 131,118 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 135,712 CHF | 136,712 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,847 CHF | 140,847 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 139,208 CHF | 140,208 CHF | 99.51% | 99.51% |
| 07/11/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 98,701 | 98,701 | 139,944 CHF | 140,967 CHF | 99.06% | 99.06% |
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