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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 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 508,000 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 497,264 | 500,000 | 501,315 CHF | 508,076 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,996 CHF | 508,996 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 508,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,993 CHF | 507,993 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 508,500 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 CHF | 509,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 509,500 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,593 CHF | 508,593 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 CHF | 509,000 CHF | 99.76% | 99.76% |
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