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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 | 1.36% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 727,864 CHF | 737,864 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.40% | 0.69 CHF | 0.70 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 709,625 CHF | 719,625 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 726,680 CHF | 736,680 CHF | 99.30% | 99.30% |
| 15/11/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 723,812 CHF | 733,812 CHF | 98.67% | 98.67% |
| 14/11/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 748,708 CHF | 758,708 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 675,759 CHF | 685,759 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 670,329 CHF | 680,329 CHF | 99.81% | 99.81% |
| 11/11/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 630,779 CHF | 640,779 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 534,407 CHF | 544,407 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 530,894 CHF | 540,894 CHF | 99.96% | 99.96% |
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