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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 | 1.01% | 0.95 CHF | 0.96 CHF | 305,000 | 305,000 | 299,946 | 299,946 | 294,628 CHF | 297,627 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 300,000 | 300,000 | 300,114 | 300,114 | 292,272 CHF | 295,273 CHF | 99.31% | 99.31% |
| 18/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 290,000 | 290,000 | 288,155 | 288,155 | 322,980 CHF | 325,862 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 285,000 | 285,000 | 283,480 | 283,480 | 332,239 CHF | 335,074 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 285,000 | 285,000 | 278,056 | 278,056 | 342,209 CHF | 344,990 CHF | 99.39% | 99.39% |
| 13/11/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300,000 | 300,000 | 297,584 | 297,584 | 297,440 CHF | 300,416 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.93% | 0.99 CHF | 1.00 CHF | 300,000 | 300,000 | 291,927 | 291,927 | 311,347 CHF | 314,266 CHF | 99.29% | 99.29% |
| 11/11/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 285,000 | 285,000 | 283,825 | 283,825 | 327,211 CHF | 330,049 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 290,000 | 290,000 | 287,691 | 287,691 | 321,332 CHF | 324,209 CHF | 98.90% | 98.90% |
| 07/11/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 280,000 | 280,000 | 283,392 | 283,392 | 326,542 CHF | 329,376 CHF | 100.00% | 100.00% |
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