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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 | 1.07% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,264 CHF | 94,264 CHF | 90.21% | 90.21% |
| 19/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,765 CHF | 91,765 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,893 CHF | 93,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,756 CHF | 74,506 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 98,879 CHF | 99,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.08% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 99,275 | 99,159 | 93,664 CHF | 94,560 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.25% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,768 CHF | 75,706 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,233 CHF | 78,983 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.16% | 1.00 CHF | 1.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,793 CHF | 75,665 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.06% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 97,917 | 97,396 | 97,526 CHF | 98,036 CHF | 98.73% | 98.73% |
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