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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 | 0.79% | 100.80 % | 101.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,132 CHF | 101,626 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,213 CHF | 101,243 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,199 CHF | 102,040 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,120 CHF | 102,024 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,673 CHF | 101,535 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,891 CHF | 100,978 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,352 CHF | 100,270 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,856 CHF | 101,371 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,658 CHF | 500,658 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,261 CHF | 508,261 CHF | 99.04% | 99.04% |
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