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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 | 0.80% | 1.26 CHF | 1.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,238,310 CHF | 1,248,310 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,116,160 CHF | 1,126,160 CHF | 99.45% | 99.45% |
| 19/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,096,770 CHF | 1,106,770 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,115,930 CHF | 1,125,930 CHF | 99.29% | 99.29% |
| 15/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,113,770 CHF | 1,123,770 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,139,110 CHF | 1,149,110 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,062,480 CHF | 1,072,480 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,058,140 CHF | 1,068,140 CHF | 99.78% | 99.78% |
| 11/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,017,800 CHF | 1,027,800 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 918,206 CHF | 928,206 CHF | 99.16% | 99.16% |
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