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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 781,447 CHF | 791,447 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 801,673 CHF | 811,673 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 804,318 CHF | 814,318 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 999,020 | 999,020 | 784,580 CHF | 794,570 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 998,288 | 998,288 | 747,890 CHF | 757,873 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 997,964 | 997,964 | 746,483 CHF | 756,462 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 739,135 CHF | 749,135 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 728,284 CHF | 738,284 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 998,286 | 998,286 | 737,574 CHF | 747,557 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 1,000,000 | 1,000,000 | 998,302 | 998,302 | 756,573 CHF | 766,556 CHF | 100.00% | 100.00% |
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