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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 | 0.79% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 125,506 CHF | 126,506 CHF | 90.21% | 90.21% |
| 19/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,003 CHF | 124,003 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 124,893 CHF | 125,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 97,756 CHF | 98,506 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,879 CHF | 131,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 100,000 | 100,000 | 99,159 | 99,159 | 125,438 CHF | 126,442 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.76% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,956 CHF | 99,706 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,233 CHF | 102,983 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,915 CHF | 99,665 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 97,396 | 97,396 | 128,370 CHF | 129,371 CHF | 98.73% | 98.73% |
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