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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 | 1.02% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 975,251 CHF | 985,251 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 956,431 CHF | 966,431 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 975,073 CHF | 985,073 CHF | 99.30% | 99.30% |
| 15/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 972,765 CHF | 982,765 CHF | 98.67% | 98.67% |
| 14/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 999,999 | 1,000,000 | 997,536 CHF | 1,007,540 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 921,976 CHF | 931,976 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 917,925 CHF | 927,925 CHF | 99.82% | 99.82% |
| 11/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 877,856 CHF | 887,856 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 779,842 CHF | 789,842 CHF | 99.17% | 99.17% |
| 07/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 775,506 CHF | 785,506 CHF | 99.96% | 99.96% |
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