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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 | 0.74% | 1.36 CHF | 1.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,346,070 CHF | 1,356,070 CHF | 99.38% | 99.38% |
| 20/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,222,900 CHF | 1,232,900 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,203,520 CHF | 1,213,520 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,223,580 CHF | 1,233,580 CHF | 99.28% | 99.28% |
| 15/11/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,221,510 CHF | 1,231,510 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,246,650 CHF | 1,256,650 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,169,410 CHF | 1,179,410 CHF | 99.08% | 99.08% |
| 12/11/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,164,010 CHF | 1,174,010 CHF | 99.81% | 99.81% |
| 11/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,123,310 CHF | 1,133,310 CHF | 99.76% | 99.76% |
| 08/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,023,930 CHF | 1,033,930 CHF | 99.15% | 99.15% |
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