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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.96% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 99,264 | 99,264 | 108,837 CHF | 109,841 CHF | 99.86% | 99.86% |
| 20/11/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,417 CHF | 98,417 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.15% | 0.94 CHF | 0.95 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 94,238 CHF | 95,245 CHF | 99.98% | 99.98% |
| 18/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 97,345 CHF | 98,345 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.17% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 98,217 | 98,210 | 95,306 CHF | 96,298 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 98,806 CHF | 99,810 CHF | 99.31% | 99.31% |
| 13/11/2024 | 1.12% | 0.96 CHF | 0.97 CHF | 100,000 | 100,000 | 99,582 | 99,582 | 91,478 CHF | 92,480 CHF | 93.31% | 93.31% |
| 12/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,370 CHF | 92,370 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 87,415 CHF | 88,415 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,517 CHF | 78,517 CHF | 100.00% | 100.00% |
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