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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 | 1.09% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,264 CHF | 92,264 CHF | 90.21% | 90.21% |
| 19/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 89,003 CHF | 90,003 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 90,893 CHF | 91,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,256 CHF | 73,006 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 96,879 CHF | 97,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.10% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,275 | 99,159 | 91,679 CHF | 92,577 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.27% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,268 CHF | 74,206 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,733 CHF | 77,483 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.18% | 0.98 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 73,293 CHF | 74,165 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 97,917 | 97,396 | 95,735 CHF | 96,255 CHF | 98.73% | 98.73% |
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