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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 | 0.69% | 115.30 % | 116.10 % | 500,000 | 500,000 | 499,760 | 500,000 | 578,894 CHF | 583,170 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.69% | 115.60 % | 116.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 576,854 CHF | 580,854 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.68% | 116.80 % | 117.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,993 CHF | 586,993 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.69% | 116.40 % | 117.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 581,806 CHF | 585,806 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 115.80 % | 116.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 576,692 CHF | 580,692 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.69% | 114.40 % | 115.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 575,193 CHF | 579,193 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 115.20 % | 116.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 580,404 CHF | 585,404 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 117.00 % | 118.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 582,407 CHF | 587,407 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 115.20 % | 116.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 576,922 CHF | 580,922 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.68% | 116.20 % | 117.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 584,983 CHF | 588,983 CHF | 99.76% | 99.76% |
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