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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 | 0.69% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,853 CHF | 145,853 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,041 CHF | 144,041 CHF | 99.92% | 99.92% |
| 18/11/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 100,000 | 100,000 | 36,134 | 36,124 | 48,104 CHF | 48,451 CHF | 99.91% | 99.91% |
| 15/11/2024 | 0.89% | 1.19 CHF | 1.20 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.95% | 1.15 CHF | 1.16 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.20% | 0.90 CHF | 0.91 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.72% | 99.72% |
| 11/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.91% | 99.91% |
| 08/11/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 1 | 1 | 1 | 1 | 1 CHF | 1 CHF | 99.91% | 99.91% |
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