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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 | 1.01% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,081 CHF | 100,081 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,341 CHF | 98,341 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,175 CHF | 103,175 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,327 CHF | 109,327 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,593 CHF | 110,593 CHF | 99.52% | 99.52% |
| 13/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,147 | 99,147 | 109,027 CHF | 110,027 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.83% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,329 CHF | 121,329 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 126,244 CHF | 127,244 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 119,548 CHF | 120,548 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 97,406 | 97,406 | 122,841 CHF | 123,840 CHF | 99.12% | 99.12% |
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