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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 | 0.59% | 93.10 % | 93.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,355 CHF | 469,105 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 93.80 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,879 CHF | 471,379 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,646 CHF | 480,146 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 95.45 % | 95.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,611 CHF | 479,111 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.69% | 94.65 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,782 CHF | 472,032 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.76% | 92.65 % | 93.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,238 CHF | 463,738 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.60% | 91.05 % | 91.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,311 CHF | 462,061 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.59% | 94.10 % | 94.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,281 CHF | 471,031 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 93.00 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,589 CHF | 475,089 CHF | 99.58% | 99.58% |
| 07/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,280 CHF | 489,780 CHF | 40.63% | 40.63% |
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