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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 | 0.72% | 1.40 CHF | 1.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,376,370 CHF | 1,386,370 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,422,850 CHF | 1,432,850 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,332,490 CHF | 1,342,490 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,390,000 CHF | 1,400,000 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,413,000 CHF | 1,423,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,442,030 CHF | 1,452,030 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,381,640 CHF | 1,391,640 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,344,250 CHF | 1,354,250 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,321,670 CHF | 1,331,670 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,247,040 CHF | 1,257,040 CHF | 100.00% | 100.00% |
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