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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 | 1.00% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 99,130 CHF | 100,130 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 74,568 CHF | 75,318 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,994 CHF | 77,744 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,042 CHF | 79,792 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,250 CHF | 80,000 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 77,235 CHF | 77,979 CHF | 98.74% | 98.74% |
| 12/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,476 CHF | 80,226 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,890 CHF | 83,640 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,543 CHF | 83,293 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 85,063 CHF | 85,807 CHF | 98.73% | 98.73% |
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