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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 | 0.76% | 1.33 CHF | 1.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,312,900 CHF | 1,322,900 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,190,470 CHF | 1,200,470 CHF | 99.45% | 99.45% |
| 19/11/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,171,070 CHF | 1,181,070 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,190,490 CHF | 1,200,490 CHF | 99.28% | 99.28% |
| 15/11/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,188,130 CHF | 1,198,130 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.82% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,213,550 CHF | 1,223,550 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,137,500 CHF | 1,147,500 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,131,270 CHF | 1,141,270 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,090,740 CHF | 1,100,740 CHF | 99.76% | 99.76% |
| 08/11/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 991,829 CHF | 1,001,830 CHF | 99.10% | 99.10% |
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