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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 | 0.84% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,276 CHF | 476,276 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,178 CHF | 478,178 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 94.70 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,693 CHF | 477,693 CHF | 100.00% | 100.00% |
| 15/11/2024 | - | 93.70 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 14/11/2024 | - | 94.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 13/11/2024 | 1.04% | 95.20 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,179 CHF | 481,179 CHF | 100.00% | 100.00% |
| 12/11/2024 | - | 95.00 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.60 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,077 CHF | 483,077 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,935 CHF | 479,935 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,014 CHF | 481,014 CHF | 99.76% | 99.76% |
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