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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 | 0.61% | 1.66 CHF | 1.67 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,638,220 CHF | 1,648,220 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,512,370 CHF | 1,522,370 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,492,140 CHF | 1,502,140 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,513,490 CHF | 1,523,490 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,512,670 CHF | 1,522,670 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,538,270 CHF | 1,548,270 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,458,530 CHF | 1,468,530 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,452,650 CHF | 1,462,650 CHF | 99.82% | 99.82% |
| 11/11/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,411,590 CHF | 1,421,590 CHF | 99.78% | 99.78% |
| 08/11/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,310,210 CHF | 1,320,210 CHF | 99.17% | 99.17% |
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