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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 | 0.60% | 1.69 CHF | 1.70 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,673,120 CHF | 1,683,120 CHF | 99.99% | 99.99% |
| 20/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,715,840 CHF | 1,725,840 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,628,290 CHF | 1,638,290 CHF | 99.65% | 99.65% |
| 18/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,685,490 CHF | 1,695,490 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,708,600 CHF | 1,718,600 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,737,320 CHF | 1,747,320 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,676,050 CHF | 1,686,050 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,640,070 CHF | 1,650,070 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,616,670 CHF | 1,626,670 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 1,000,000 | 1,000,000 | 999,981 | 1,000,000 | 1,543,110 CHF | 1,553,140 CHF | 100.00% | 100.00% |
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