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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 | 0.64% | 1.58 CHF | 1.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,566,220 CHF | 1,576,220 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,440,800 CHF | 1,450,800 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,420,870 CHF | 1,430,870 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 | 1,442,170 CHF | 1,452,170 CHF | 99.27% | 99.27% |
| 15/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,440,730 CHF | 1,450,730 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 | 1,466,140 CHF | 1,476,140 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 | 1,387,990 CHF | 1,397,990 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 | 1,381,590 CHF | 1,391,590 CHF | 99.81% | 99.81% |
| 11/11/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,340,680 CHF | 1,350,680 CHF | 99.76% | 99.76% |
| 08/11/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,239,370 CHF | 1,249,370 CHF | 99.15% | 99.15% |
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