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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 | 0.91% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,109 CHF | 110,109 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,985 CHF | 82,735 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,473 CHF | 85,223 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,157 CHF | 86,907 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,446 CHF | 87,196 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 75,000 | 75,000 | 74,446 | 74,446 | 84,306 CHF | 85,054 CHF | 98.74% | 98.74% |
| 12/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,944 CHF | 87,694 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,376 CHF | 91,126 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,043 CHF | 90,793 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 75,000 | 75,000 | 73,699 | 73,699 | 92,171 CHF | 92,919 CHF | 98.73% | 98.73% |
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