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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 | 1.93% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,435 CHF | 52,435 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,131 CHF | 55,131 CHF | 85.49% | 85.49% |
| 18/11/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,621 CHF | 66,621 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,614 CHF | 63,614 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.82% | 0.58 CHF | 0.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 109,204 CHF | 111,204 CHF | 99.27% | 99.27% |
| 13/11/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 197,440 | 197,440 | 95,712 CHF | 97,686 CHF | 99.40% | 99.40% |
| 12/11/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,612 CHF | 49,612 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 58,670 CHF | 59,670 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.07% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 66,415 | 66,415 | 43,950 CHF | 44,778 CHF | 96.73% | 96.73% |
| 07/11/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,583 CHF | 80,333 CHF | 91.73% | 91.73% |
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