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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 | 0.47% | 106.45 % | 106.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,042 CHF | 534,542 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 105.09 % | 105.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,194 CHF | 527,694 CHF | 89.36% | 89.36% |
| 18/11/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,575 CHF | 530,075 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.47% | 105.41 % | 105.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,277 CHF | 529,777 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 105.11 % | 105.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,184 CHF | 527,684 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 104.48 % | 104.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,748 CHF | 524,248 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 103.76 % | 104.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,681 CHF | 523,181 CHF | 98.60% | 98.60% |
| 11/11/2024 | 0.48% | 104.73 % | 105.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,864 CHF | 526,364 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 104.38 % | 104.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,580 CHF | 526,080 CHF | 98.66% | 98.66% |
| 07/11/2024 | 0.47% | 105.66 % | 106.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,033 CHF | 530,533 CHF | 100.00% | 100.00% |
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