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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 | 0.99% | 1.02 CHF | 1.03 CHF | 490,000 | 490,000 | 489,085 | 489,085 | 494,043 CHF | 498,934 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 490,000 | 490,000 | 488,963 | 488,963 | 492,971 CHF | 497,861 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 470,286 CHF | 475,086 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 485,000 | 485,000 | 480,309 | 480,309 | 471,545 CHF | 476,348 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 475,000 | 475,000 | 478,462 | 478,462 | 467,067 CHF | 471,852 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 485,000 | 485,000 | 482,671 | 482,671 | 478,004 CHF | 482,830 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 470,997 CHF | 475,797 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 475,000 | 475,000 | 471,428 | 471,428 | 451,490 CHF | 456,204 CHF | 99.64% | 99.64% |
| 08/11/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 475,000 | 475,000 | 473,444 | 473,444 | 454,390 CHF | 459,124 CHF | 98.70% | 98.70% |
| 07/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 446,279 CHF | 450,979 CHF | 100.00% | 100.00% |
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