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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 | 0.69% | 1.48 CHF | 1.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,445,260 CHF | 1,455,260 CHF | 99.46% | 99.46% |
| 19/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,425,150 CHF | 1,435,150 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,445,800 CHF | 1,455,800 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,444,920 CHF | 1,454,920 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,469,760 CHF | 1,479,760 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,390,670 CHF | 1,400,670 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,385,590 CHF | 1,395,590 CHF | 99.81% | 99.81% |
| 11/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,345,090 CHF | 1,355,090 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,243,020 CHF | 1,253,020 CHF | 99.17% | 99.17% |
| 07/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,241,120 CHF | 1,251,120 CHF | 99.96% | 99.96% |
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