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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 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,158 CHF | 496,158 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,623 CHF | 492,623 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,198 CHF | 499,198 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,078 CHF | 497,078 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,549 CHF | 500,549 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,641 CHF | 498,641 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,728 CHF | 496,728 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,759 CHF | 501,759 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,774 CHF | 499,774 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,813 CHF | 500,813 CHF | 99.76% | 99.76% |
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