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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% | 0.97 CHF | 0.98 CHF | 490,000 | 490,000 | 489,083 | 489,083 | 472,128 CHF | 477,019 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 490,000 | 490,000 | 488,963 | 488,963 | 470,576 CHF | 475,465 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 446,962 CHF | 451,762 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 485,000 | 485,000 | 480,310 | 480,310 | 448,972 CHF | 453,775 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 475,000 | 475,000 | 478,461 | 478,461 | 444,918 CHF | 449,702 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 485,000 | 485,000 | 482,669 | 482,669 | 455,918 CHF | 460,745 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 449,251 CHF | 454,051 CHF | 99.87% | 99.87% |
| 11/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 475,000 | 475,000 | 471,428 | 471,428 | 429,576 CHF | 434,291 CHF | 99.69% | 99.69% |
| 08/11/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 475,000 | 475,000 | 473,441 | 473,441 | 432,919 CHF | 437,653 CHF | 98.80% | 98.80% |
| 07/11/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 423,809 CHF | 428,509 CHF | 100.00% | 100.00% |
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