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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 | 0.88% | 91.00 % | 91.80 % | 500,000 | 500,000 | 142,926 | 142,926 | 130,145 CHF | 131,289 CHF | 98.58% | 98.58% |
| 19/11/2024 | 1.10% | 91.00 % | 92.00 % | 500,000 | 500,000 | 147,453 | 147,453 | 134,707 CHF | 136,184 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.14% | 91.60 % | 92.60 % | 500,000 | 500,000 | 145,059 | 145,059 | 133,262 CHF | 134,725 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 91.30 % | 92.10 % | 500,000 | 500,000 | 147,255 | 147,255 | 135,128 CHF | 136,309 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.88% | 93.30 % | 94.10 % | 500,000 | 500,000 | 146,901 | 146,901 | 136,780 CHF | 137,960 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.10% | 91.60 % | 92.60 % | 500,000 | 500,000 | 147,727 | 147,727 | 134,924 CHF | 136,403 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.10% | 90.80 % | 91.80 % | 500,000 | 500,000 | 147,034 | 147,034 | 134,779 CHF | 136,254 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.88% | 93.00 % | 93.80 % | 500,000 | 500,000 | 145,991 | 145,991 | 137,078 CHF | 138,255 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 94.40 % | 95.20 % | 500,000 | 500,000 | 146,143 | 146,143 | 137,581 CHF | 138,758 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 93.60 % | 94.60 % | 500,000 | 500,000 | 148,807 | 148,807 | 138,531 CHF | 140,021 CHF | 98.80% | 98.80% |
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