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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 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,234 CHF | 485,234 CHF | 97.95% | 97.95% |
| 19/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,866 CHF | 480,866 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,226 CHF | 489,226 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.10 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,797 CHF | 485,797 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,853 CHF | 499,853 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,485 CHF | 499,485 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,913 CHF | 497,913 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,515 CHF | 502,515 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,328 CHF | 500,328 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,339 CHF | 501,339 CHF | 99.76% | 99.76% |
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