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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 | 1.29% | 1.57 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 153,531 CHF | 155,531 CHF | 99.48% | 99.48% |
| 19/11/2024 | 1.18% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,252 CHF | 85,252 CHF | 99.56% | 99.56% |
| 18/11/2024 | 1.17% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,997 CHF | 85,997 CHF | 99.53% | 99.53% |
| 15/11/2024 | 1.17% | 1.74 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 170,253 CHF | 172,253 CHF | 98.85% | 98.85% |
| 14/11/2024 | 1.21% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,028 CHF | 83,028 CHF | 99.55% | 99.55% |
| 13/11/2024 | 1.17% | 1.65 CHF | 1.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 169,957 CHF | 171,957 CHF | 97.40% | 97.40% |
| 12/11/2024 | 1.26% | 1.59 CHF | 1.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,733 CHF | 159,733 CHF | 99.56% | 99.56% |
| 11/11/2024 | 1.30% | 1.57 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 152,534 CHF | 154,534 CHF | 99.51% | 99.51% |
| 08/11/2024 | 1.26% | 1.57 CHF | 1.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,439 CHF | 159,439 CHF | 99.50% | 99.50% |
| 07/11/2024 | 1.16% | 1.62 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,582 CHF | 86,582 CHF | 99.31% | 99.31% |
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