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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 | 0.88% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,102 CHF | 132,263 CHF | 90.20% | 90.20% |
| 19/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 128,765 CHF | 129,765 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,676 CHF | 131,676 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 102,153 CHF | 102,903 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,654 CHF | 137,654 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.77% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 99,159 | 99,159 | 131,053 CHF | 132,058 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.72% | 1.31 CHF | 1.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,268 CHF | 104,018 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 106,564 CHF | 107,314 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,293 CHF | 104,043 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.76% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 97,396 | 97,396 | 134,042 CHF | 135,042 CHF | 98.73% | 98.73% |
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