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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,285,770 CHF | 2,295,770 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,156,820 CHF | 2,166,820 CHF | 99.45% | 99.45% |
| 19/11/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,134,680 CHF | 2,144,680 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,159,630 CHF | 2,169,630 CHF | 99.28% | 99.28% |
| 15/11/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,158,860 CHF | 2,168,860 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,185,380 CHF | 2,195,380 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,101,440 CHF | 2,111,440 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,095,320 CHF | 2,105,320 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,052,670 CHF | 2,062,670 CHF | 99.76% | 99.76% |
| 08/11/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,945,190 CHF | 1,955,190 CHF | 99.16% | 99.16% |
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