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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 | 0.97% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,988 CHF | 103,988 CHF | 98.09% | 98.09% |
| 19/11/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,981 CHF | 110,981 CHF | 96.51% | 96.51% |
| 18/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,102 CHF | 101,102 CHF | 96.68% | 96.68% |
| 15/11/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 92,727 CHF | 93,727 CHF | 96.12% | 96.12% |
| 14/11/2024 | 1.07% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 93,108 CHF | 94,108 CHF | 98.59% | 98.59% |
| 13/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,144 CHF | 111,144 CHF | 98.98% | 98.98% |
| 12/11/2024 | 1.05% | 1.08 CHF | 1.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 94,652 CHF | 95,652 CHF | 98.57% | 98.57% |
| 11/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 80,890 CHF | 81,890 CHF | 97.86% | 97.86% |
| 08/11/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 91,503 CHF | 92,503 CHF | 98.79% | 98.79% |
| 07/11/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 86,056 CHF | 87,056 CHF | 98.24% | 98.24% |
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