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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 | 1.61% | 1.25 CHF | 1.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 123,196 CHF | 125,196 CHF | 99.53% | 99.53% |
| 19/11/2024 | 1.65% | 1.21 CHF | 1.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 120,384 CHF | 122,384 CHF | 99.49% | 99.49% |
| 18/11/2024 | 1.68% | 1.17 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,286 CHF | 120,286 CHF | 99.51% | 99.51% |
| 15/11/2024 | 1.74% | 1.12 CHF | 1.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,740 CHF | 115,740 CHF | 98.95% | 98.95% |
| 14/11/2024 | 1.63% | 1.18 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 121,447 CHF | 123,447 CHF | 99.57% | 99.57% |
| 13/11/2024 | 1.73% | 1.29 CHF | 1.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,246 CHF | 117,246 CHF | 97.05% | 97.05% |
| 12/11/2024 | 1.96% | 1.05 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,093 CHF | 103,093 CHF | 99.56% | 99.56% |
| 11/11/2024 | 1.98% | 0.99 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,122 CHF | 102,122 CHF | 99.51% | 99.51% |
| 08/11/2024 | 1.97% | 1.02 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,618 CHF | 102,618 CHF | 99.51% | 99.51% |
| 07/11/2024 | 2.16% | 0.91 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,453 CHF | 93,453 CHF | 98.83% | 98.83% |
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