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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 | 0.87% | 91.20 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,077 CHF | 462,077 CHF | 98.59% | 98.59% |
| 19/11/2024 | 0.87% | 91.50 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,416 CHF | 462,416 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 93.40 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,197 CHF | 470,197 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.60 % | 93.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,288 CHF | 469,288 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,475 CHF | 473,475 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.86% | 93.00 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,719 CHF | 469,719 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 93.00 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,966 CHF | 471,966 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.85% | 93.90 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,110 CHF | 475,110 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.30 % | 94.10 % | 500,000 | 500,000 | 500,000 | 499,975 | 467,612 CHF | 471,589 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,384 CHF | 483,384 CHF | 99.76% | 99.76% |
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