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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 | 1.18% | 0.85 CHF | 0.86 CHF | 490,000 | 490,000 | 489,084 | 489,084 | 411,309 CHF | 416,199 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 490,000 | 490,000 | 488,963 | 488,963 | 410,016 CHF | 414,905 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 388,752 CHF | 393,552 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 485,000 | 485,000 | 480,310 | 480,310 | 390,136 CHF | 394,939 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 475,000 | 475,000 | 478,462 | 478,462 | 385,869 CHF | 390,653 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 485,000 | 485,000 | 482,669 | 482,669 | 396,069 CHF | 400,895 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 389,443 CHF | 394,243 CHF | 99.87% | 99.87% |
| 11/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 475,000 | 475,000 | 471,430 | 471,430 | 371,676 CHF | 376,390 CHF | 99.73% | 99.73% |
| 08/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 475,000 | 475,000 | 473,400 | 473,400 | 373,908 CHF | 378,642 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 366,530 CHF | 371,230 CHF | 100.00% | 100.00% |
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