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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 | 1.23% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 810,559 CHF | 820,559 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 792,269 CHF | 802,269 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 811,087 CHF | 821,087 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 807,025 CHF | 817,025 CHF | 98.67% | 98.67% |
| 14/11/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 832,401 CHF | 842,401 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 758,567 CHF | 768,567 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 753,250 CHF | 763,250 CHF | 99.79% | 99.79% |
| 11/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 713,418 CHF | 723,418 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.61% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 617,325 CHF | 627,325 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 612,507 CHF | 622,507 CHF | 100.00% | 100.00% |
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