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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 | 0.73% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,361,930 CHF | 1,371,930 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,342,070 CHF | 1,352,070 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,362,980 CHF | 1,372,980 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,360,760 CHF | 1,370,760 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,386,130 CHF | 1,396,130 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,308,520 CHF | 1,318,520 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,302,680 CHF | 1,312,680 CHF | 99.83% | 99.83% |
| 11/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,262,210 CHF | 1,272,210 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,161,000 CHF | 1,171,000 CHF | 99.11% | 99.11% |
| 07/11/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,158,910 CHF | 1,168,910 CHF | 99.96% | 99.96% |
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