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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 | 0.89% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,112,570 CHF | 1,122,570 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,163,720 CHF | 1,173,720 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,070,830 CHF | 1,080,830 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,129,520 CHF | 1,139,520 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,152,540 CHF | 1,162,540 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,182,050 CHF | 1,192,050 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,121,700 CHF | 1,131,700 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,083,650 CHF | 1,093,650 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,061,550 CHF | 1,071,550 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 986,282 CHF | 996,282 CHF | 100.00% | 100.00% |
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