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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 | 1.65% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,967 CHF | 60,967 CHF | 98.98% | 98.98% |
| 19/11/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,653 CHF | 55,653 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,076 CHF | 59,076 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,651 CHF | 55,651 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,880 CHF | 53,880 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 99,159 | 52,487 CHF | 53,032 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.77% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,148 CHF | 57,148 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 68,326 CHF | 69,326 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 67,382 CHF | 68,382 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 99,479 | 97,396 | 64,969 CHF | 64,656 CHF | 98.73% | 98.73% |
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