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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 | 0.67% | 1.52 CHF | 1.53 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,496,230 CHF | 1,506,230 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,541,360 CHF | 1,551,360 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,451,810 CHF | 1,461,810 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,508,920 CHF | 1,518,920 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,532,170 CHF | 1,542,170 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,560,920 CHF | 1,570,920 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,500,480 CHF | 1,510,480 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,463,420 CHF | 1,473,420 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,440,990 CHF | 1,450,990 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,366,170 CHF | 1,376,170 CHF | 100.00% | 100.00% |
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