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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 | 1.12% | 87.70 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,583 CHF | 447,583 CHF | 97.95% | 97.95% |
| 19/11/2024 | - | 88.50 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 18/11/2024 | 1.10% | 90.70 % | 91.70 % | 500,000 | 468,000 | 500,000 | 499,952 | 453,612 CHF | 458,569 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,123 CHF | 464,123 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,027 CHF | 463,027 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,841 CHF | 470,841 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.06% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,174 CHF | 475,174 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 499,943 | 500,000 | 487,032 CHF | 492,088 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,201 CHF | 486,201 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,618 CHF | 494,618 CHF | 99.56% | 99.56% |
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