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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 | 1.68% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,084 CHF | 60,084 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,136 CHF | 62,136 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,586 CHF | 63,586 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,474 CHF | 62,474 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,497 CHF | 64,497 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,559 | 99,160 | 66,436 CHF | 67,169 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,938 CHF | 59,938 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.96% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 101,167 | 100,000 | 51,067 CHF | 51,495 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,987 CHF | 52,987 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 97,395 | 51,119 CHF | 50,750 CHF | 98.73% | 98.73% |
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