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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 | 1.33% | 0.75 CHF | 0.76 CHF | 490,000 | 490,000 | 489,083 | 489,083 | 365,156 CHF | 370,047 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 490,000 | 490,000 | 488,963 | 488,963 | 364,103 CHF | 368,993 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 343,771 CHF | 348,571 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 485,000 | 485,000 | 480,309 | 480,309 | 344,990 CHF | 349,793 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 475,000 | 475,000 | 478,462 | 478,462 | 341,382 CHF | 346,167 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 485,000 | 485,000 | 482,670 | 482,670 | 350,995 CHF | 355,822 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 345,263 CHF | 350,063 CHF | 99.88% | 99.88% |
| 11/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 475,000 | 475,000 | 471,427 | 471,427 | 326,332 CHF | 331,046 CHF | 99.64% | 99.64% |
| 08/11/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 475,000 | 475,000 | 473,446 | 473,446 | 329,999 CHF | 334,733 CHF | 98.68% | 98.68% |
| 07/11/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 321,379 CHF | 326,079 CHF | 100.00% | 100.00% |
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