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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 | 0.85% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,166,100 CHF | 1,176,100 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,043,200 CHF | 1,053,200 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,024,350 CHF | 1,034,350 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,043,590 CHF | 1,053,590 CHF | 99.28% | 99.28% |
| 15/11/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,042,140 CHF | 1,052,140 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,066,120 CHF | 1,076,120 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 990,022 CHF | 1,000,020 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 985,300 CHF | 995,300 CHF | 99.82% | 99.82% |
| 11/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 946,115 CHF | 956,115 CHF | 99.76% | 99.76% |
| 08/11/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 846,514 CHF | 856,514 CHF | 99.16% | 99.16% |
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