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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 | 1.11% | 0.93 CHF | 0.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 894,964 CHF | 904,964 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 876,084 CHF | 886,084 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 894,504 CHF | 904,504 CHF | 99.30% | 99.30% |
| 15/11/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 892,837 CHF | 902,837 CHF | 98.67% | 98.67% |
| 14/11/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 916,700 CHF | 926,700 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 841,616 CHF | 851,616 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 837,627 CHF | 847,627 CHF | 99.81% | 99.81% |
| 11/11/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 798,790 CHF | 808,790 CHF | 99.78% | 99.78% |
| 08/11/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 700,445 CHF | 710,445 CHF | 99.11% | 99.11% |
| 07/11/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 696,678 CHF | 706,678 CHF | 99.96% | 99.96% |
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