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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 | 1.13% | 0.90 CHF | 0.91 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 878,400 CHF | 888,400 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 898,996 CHF | 908,996 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 870,421 CHF | 880,421 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 850,558 CHF | 860,558 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 995,549 | 995,549 | 849,088 CHF | 859,044 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 997,669 | 997,669 | 906,742 CHF | 916,718 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 1,000,000 | 1,000,000 | 997,899 | 997,899 | 860,896 CHF | 870,875 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 823,304 CHF | 833,304 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 1,000,000 | 1,000,000 | 997,858 | 997,858 | 855,069 CHF | 865,047 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 995,791 | 995,791 | 840,939 CHF | 850,897 CHF | 100.00% | 100.00% |
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