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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 | 1.05% | 0.95 CHF | 0.96 CHF | 390,000 | 390,000 | 387,910 | 387,910 | 367,207 CHF | 371,086 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 390,000 | 390,000 | 389,598 | 389,598 | 370,500 CHF | 374,396 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 390,000 | 390,000 | 387,080 | 387,080 | 367,446 CHF | 371,317 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 395,000 | 395,000 | 389,142 | 389,142 | 374,630 CHF | 378,521 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 390,000 | 390,000 | 397,160 | 397,160 | 390,912 CHF | 394,884 CHF | 99.34% | 99.34% |
| 13/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 405,000 | 405,000 | 401,054 | 401,054 | 399,337 CHF | 403,348 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 395,000 | 395,000 | 389,695 | 389,695 | 374,578 CHF | 378,475 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 390,000 | 390,000 | 391,394 | 391,394 | 379,293 CHF | 383,207 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 395,000 | 395,000 | 392,755 | 392,755 | 384,495 CHF | 388,423 CHF | 99.40% | 99.40% |
| 07/11/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 380,000 | 380,000 | 379,243 | 379,243 | 356,401 CHF | 360,193 CHF | 100.00% | 100.00% |
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