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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 | 1.03% | 1.18 CHF | 1.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,056 CHF | 114,230 CHF | 90.21% | 90.21% |
| 19/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 115,809 CHF | 116,809 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,965 CHF | 114,965 CHF | 99.38% | 99.38% |
| 15/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,597 CHF | 82,347 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 108,346 CHF | 109,346 CHF | 99.22% | 99.22% |
| 13/11/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 99,159 | 99,159 | 111,876 CHF | 112,878 CHF | 99.36% | 99.36% |
| 12/11/2024 | 0.92% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,762 CHF | 81,512 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,575 CHF | 78,325 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.10% | 1.08 CHF | 1.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 80,936 CHF | 81,836 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 97,396 | 97,396 | 105,104 CHF | 106,104 CHF | 98.73% | 98.73% |
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