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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 | 1.06% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,972 CHF | 94,972 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,508 CHF | 93,508 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,726 CHF | 94,726 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,867 CHF | 99,867 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,851 CHF | 103,851 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 99,818 | 99,818 | 99,768 CHF | 100,779 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,312 CHF | 106,312 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,360 CHF | 110,360 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,815 CHF | 109,815 CHF | 99.51% | 99.51% |
| 07/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 98,701 | 98,701 | 109,960 CHF | 110,981 CHF | 99.06% | 99.06% |
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