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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 | 0.96% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,271 CHF | 104,271 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,150 CHF | 102,150 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 117,998 CHF | 118,998 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 131,852 CHF | 132,852 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,372 CHF | 98,372 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.52% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,530 CHF | 66,530 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,592 CHF | 79,592 CHF | 99.65% | 99.65% |
| 11/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 85,195 CHF | 86,195 CHF | 99.91% | 99.91% |
| 08/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,099 CHF | 80,099 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.21% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 82,276 CHF | 83,276 CHF | 99.88% | 99.88% |
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