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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 | 0.96% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,506 CHF | 104,506 CHF | 90.21% | 90.21% |
| 19/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,003 CHF | 102,003 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,893 CHF | 103,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,256 CHF | 82,006 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,879 CHF | 109,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.97% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 99,159 | 99,159 | 103,472 CHF | 104,476 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.91% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,456 CHF | 83,206 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,733 CHF | 86,483 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,415 CHF | 83,165 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.96% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 97,396 | 97,396 | 106,943 CHF | 107,943 CHF | 98.73% | 98.73% |
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