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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 | 0.99% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,001,340 CHF | 1,011,340 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,053,470 CHF | 1,063,470 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 959,662 CHF | 969,662 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,018,510 CHF | 1,028,510 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,042,330 CHF | 1,052,330 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,072,070 CHF | 1,082,070 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,011,250 CHF | 1,021,250 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 973,193 CHF | 983,193 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 950,804 CHF | 960,804 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 875,460 CHF | 885,460 CHF | 100.00% | 100.00% |
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