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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 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,354 CHF | 494,354 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,250 CHF | 493,250 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,978 CHF | 497,978 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,013 CHF | 497,013 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,148 CHF | 498,148 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,759 CHF | 497,759 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,705 CHF | 497,705 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,211 CHF | 501,211 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,429 CHF | 499,429 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,222 CHF | 500,222 CHF | 99.76% | 99.76% |
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