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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 | 0.79% | 1.29 CHF | 1.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,261,120 CHF | 1,271,120 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,241,560 CHF | 1,251,560 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,261,380 CHF | 1,271,380 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,259,260 CHF | 1,269,260 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,284,560 CHF | 1,294,560 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,207,990 CHF | 1,217,990 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,201,660 CHF | 1,211,660 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,161,140 CHF | 1,171,140 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,061,690 CHF | 1,071,690 CHF | 99.11% | 99.11% |
| 07/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,058,200 CHF | 1,068,200 CHF | 99.96% | 99.96% |
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