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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 | 0.99% | 100.80 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,000 CHF | 101,800 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,000 CHF | 101,800 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,500 CHF | 101,700 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 CHF | 508,500 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,500 CHF | 508,500 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,761 CHF | 506,761 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,962 CHF | 506,962 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,882 CHF | 505,882 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 101.60 % | 102.60 % | 500,000 | 500,000 | 487,171 | 487,171 | 494,722 CHF | 499,722 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,239 CHF | 506,239 CHF | 99.23% | 99.23% |
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